Market-consistent prices: an introduction to arbitrage theory
Auteur :
Koch-Medina, Pablo / Munari, Cosimo
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030397227
Date de publication :
17 juil. 2020
Dimensions :
24,0 x 16,8 cm
Langue :
Anglais
Pays d'origine :
Suisse
Arbitrage Theory provides the foundation for the pricing of financial derivatives and has become indispensable in both financial theory and financial practice. The book will appeal to mathematical finance and financial economics students seeking an elementary but rigorous introduction to the subject;