The Mathematics of Arbitrage

Freddy Delbaen and Walter Schachermayer

in Springer Finance from Springer, currently edited by Francesca Biagini, Bruno Bouchard, Mark Broadie, Paolo Guasoni, Charles-Albert Lehalle, Mathieu Rosenbaum

Keywords: M13062; M27004; M12066 (search for similar items in EconPapers)
JEL-codes: G12 G13 (search for similar items in EconPapers)
Date: 2006
ISBN: 978-3-540-31299-4
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Chapters in this book:

Ch 1 The Story in a Nutshell

Freddy Delbaen and Walter Schachermayer

Ch 2 Models of Financial Markets on Finite Probability Spaces

Freddy Delbaen and Walter Schachermayer

Ch 3 Utility Maximisation on Finite Probability Spaces

Freddy Delbaen and Walter Schachermayer

Ch 4 Bachelier and Black-Scholes

Freddy Delbaen and Walter Schachermayer

Ch 5 The Kreps-Yan Theorem

Freddy Delbaen and Walter Schachermayer

Ch 6 The Dalang-Morton-Willinger Theorem

Freddy Delbaen and Walter Schachermayer

Ch 7 A Primer in Stochastic Integration

Freddy Delbaen and Walter Schachermayer

Ch 8 Arbitrage Theory in Continuous Time: an Overview

Freddy Delbaen and Walter Schachermayer

Ch 9 A General Version of the Fundamental Theorem of Asset Pricing (1994)

Freddy Delbaen and Walter Schachermayer

Ch 10 A Simple Counter-Example to Several Problems in the Theory of Asset Pricing (1998)

Freddy Delbaen and Walter Schachermayer

Ch 11 The No-Arbitrage Property under a Change of Numéraire (1995)

Freddy Delbaen and Walter Schachermayer

Ch 12 The Existence of Absolutely Continuous Local Martingale Measures (1995)

Freddy Delbaen and Walter Schachermayer

Ch 13 The Banach Space of Workable Contingent Claims in Arbitrage Theory (1997)

Freddy Delbaen and Walter Schachermayer

Ch 14 The Fundamental Theorem of Asset Pricingfor Unbounded Stochastic Processes (1998)

Freddy Delbaen and Walter Schachermayer

Ch 15 A Compactness Principle for Bounded Sequences of Martingales with Applications (1999)

Freddy Delbaen and Walter Schachermayer

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DOI: 10.1007/978-3-540-31299-4

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