Markets with transaction costs : mathematical theory
The central mathematical concept in the theory of frictionless markets is a martingale measure. In this, the first monograph devoted to the theory of financial markets with transaction costs, the authors argue that, for financial markets with proportional transaction costs, this concept should be re...
Kaydedildi:
| Asıl Yazarlar: | , |
|---|---|
| Materyal Türü: | Livre numérique |
| Dil: | Anglais |
| Baskı/Yayın Bilgisi: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edisyon: | 1st ed. 2010. |
| Seri Bilgileri: | Springer Finance
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| Online Erişim: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Not: |
Description d'après consultation du 26 mars 2012 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Markets with transaction costs, mathematical theory, Yuri Kabanov, Mher Safarian, 2009, Berlin, Springer, 1 vol. (XIV-294 p.), Springer finance, 978-3-540-68120-5 • Markets with Transaction Costs, Texte imprimé, 9783540863809 • Markets with Transaction Costs, Texte imprimé, 9783642262784 |
İçindekiler:
- 1.Approximative Hedging 2.Arbitrage Theory for Frictionless Markets 3.Arbitrage Theory under Transaction Costs 4.Consumption--Investment Problems A.Appendices: A.1.Facts from Convex Analysis A.2.Césaro Convergence A.3.Facts from Probability A.4.Measurable Selection A.5.Fatou-Convergence and Bipolar Theorem in L0 A.6.Skorohod Problem and SDE with Reflections B.Bibliographical comments References