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Portfolio Theory and Arbitrage: A Course in Mathematical Finance - Graduate Studies in Mathematics
Ioannis Karatzas
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Portfolio Theory and Arbitrage: A Course in Mathematical Finance - Graduate Studies in Mathematics
Ioannis Karatzas
Develops a mathematical theory for finance, based on a simple and intuitive absence-of-arbitrage principle. This posits that it should not be possible to fund a non-trivial liability, starting with initial capital arbitrarily near zero.
309 pages
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | October 30, 2021 |
| ISBN13 | 9781470460143 |
| Publishers | American Mathematical Society |
| Pages | 309 |
| Dimensions | 497 g (Weight (estimated)) |
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