Arbitrage Theory in Discrete and Continuous Time

Anna Battauz, Fulvio Ortu and Francesco Rotondi
Additional contact information
Anna Battauz: Bocconi University, Italy
Fulvio Ortu: Bocconi University, Italy
Francesco Rotondi: Bocconi University, Italy

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

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.

Keywords: Derivative Pricing; Option Pricing; No-arbitrage Theory; Mathematical Finance; Risk-neutral Probability (search for similar items in EconPapers)
JEL-codes: C02 C61 G11 G12 G13 (search for similar items in EconPapers)
Date: 2026
ISBN: 9789819816798
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.worldscientific.com/worldscibooks/10.1142/14409 (text/html)
Ebook Access is available upon purchase

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wsbook:14409

Ordering information: This item can be ordered from

Access Statistics for this book

More books in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().