Нашли опечатку? Выделите ее мышкой и нажмите Ctrl+Enter
Название: The Mathematics of Arbitrage (Springer Finance)
Авторы: Delbaen F., Schachermayer W.
Proof of the "Fundamental Theorem of Asset Pricing" in its general form by Delbaen and Schachermayer was a milestone in the history of modern mathematical finance and now forms the cornerstone of this book. Puts into book format a series of major results due mostly to the authors of this book. Embeds highest-level research results into a treatment amenable to graduate students, with introductory, explanatory background. Awaited in the quantitative finance community.