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The Mathematics of Arbitrage
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Abstract
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Suggested Citation
DOI: 10.1007/978-3-540-31299-4
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Book Chapters
The following chapters of this book are listed in IDEAS- Freddy Delbaen & Walter Schachermayer, 2006. "The Story in a Nutshell," Springer Finance,, Springer.
- Freddy Delbaen & Walter Schachermayer, 2006. "Models of Financial Markets on Finite Probability Spaces," Springer Finance,, Springer.
- Freddy Delbaen & Walter Schachermayer, 2006. "Utility Maximisation on Finite Probability Spaces," Springer Finance,, Springer.
- Freddy Delbaen & Walter Schachermayer, 2006. "Bachelier and Black-Scholes," Springer Finance,, Springer.
- Freddy Delbaen & Walter Schachermayer, 2006. "The Kreps-Yan Theorem," Springer Finance,, Springer.
- Freddy Delbaen & Walter Schachermayer, 2006. "The Dalang-Morton-Willinger Theorem," Springer Finance,, Springer.
- Freddy Delbaen & Walter Schachermayer, 2006. "A Primer in Stochastic Integration," Springer Finance,, Springer.
- Freddy Delbaen & Walter Schachermayer, 2006. "Arbitrage Theory in Continuous Time: an Overview," Springer Finance,, Springer.
- Freddy Delbaen & Walter Schachermayer, 2006. "A General Version of the Fundamental Theorem of Asset Pricing (1994)," Springer Finance,, Springer.
- Freddy Delbaen & Walter Schachermayer, 2006. "A Simple Counter-Example to Several Problems in the Theory of Asset Pricing (1998)," Springer Finance,, Springer.
- Freddy Delbaen & Walter Schachermayer, 2006. "The No-Arbitrage Property under a Change of Numéraire (1995)," Springer Finance,, Springer.
- Freddy Delbaen & Walter Schachermayer, 2006. "The Existence of Absolutely Continuous Local Martingale Measures (1995)," Springer Finance,, Springer.
- Freddy Delbaen & Walter Schachermayer, 2006. "The Banach Space of Workable Contingent Claims in Arbitrage Theory (1997)," Springer Finance,, Springer.
- Freddy Delbaen & Walter Schachermayer, 2006. "The Fundamental Theorem of Asset Pricingfor Unbounded Stochastic Processes (1998)," Springer Finance,, Springer.
- Freddy Delbaen & Walter Schachermayer, 2006. "A Compactness Principle for Bounded Sequences of Martingales with Applications (1999)," Springer Finance,, Springer.
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Keywords
; ; ;JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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