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Arbitrage Theory in Discrete and Continuous Time

Author

Listed:
  • Anna Battauz

    (Bocconi University, Italy)

  • Fulvio Ortu

    (Bocconi University, Italy)

  • Francesco Rotondi

    (Bocconi University, Italy)

Abstract

In the ever-evolving world of finance, no-arbitrage theory remains a cornerstone for understanding asset pricing, risk management, and investment strategies. This book presents the key results of modern no-arbitrage theory in both discrete and continuous time settings.

Suggested Citation

  • Anna Battauz & Fulvio Ortu & Francesco Rotondi, 2026. "Arbitrage Theory in Discrete and Continuous Time," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14409.
    • Handle: RePEc:wsi:wsbook:14409
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    File URL: https://www.worldscientific.com/worldscibooks/10.1142/14409
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    Keywords

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    JEL classification:

    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

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