The mathematics of arbitrage :: SCD d'Orléans

The mathematics of arbitrage

The mathematics of arbitrage

In 1973 F. Black and M. Scholes published their pathbreaking paper [BS73] onoptionpricing. Thekeyidea attributedtoR. Mertoninafootnoteofthe Black-Scholes paper is the use of trading in continuous time and the notion of arbitrage. The simple and economically very convincing principle of - arbitrage a...

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Bibliografski detalji
Glavni autori:	Delbaen, Freddy, Schachermayer, Walter, 1950-...., mathématicien (Autor), Schachermayer, Walter (Autor)
Format:	Livre numérique
Jezik:	Anglais
Izdano:	Berlin, Heidelberg : Springer Berlin Heidelberg [20..]. Cham : Springer Nature
Serija:	Springer finance
Teme:	Mathématiques financières Instruments dérivés (finances) > Modèles mathématiques Probabilités
Online pristup:	Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL
Bilješka:	Description d'après consultation du 28 avril 2011 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale)
Autres localisations:	Voir dans le Sudoc
Edition sous un autre format:	• The mathematics of arbitrage, Freddy Delbaen, Walter Schachermayer, 2006, Berlin, Springer, 1 vol. (XVI-373 p.), Springer finance, 978-3-540-21992-7

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