ISBN: 9783540681212
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 co… Altro …
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2009, ISBN: 9783540681212
Mathematical Theory, eBooks, eBook Download (PDF), 2010, [PU: Springer Berlin], Seiten: 294, Springer Berlin, 2009
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2009, ISBN: 9783540681212
Mathematical Theory, eBooks, eBook Download (PDF), Auflage, [PU: Springer-Verlag], [ED: 1], Springer-Verlag, 2009
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2009, ISBN: 9783540681212
Mathematical Theory, eBooks, eBook Download (PDF), 2010, [PU: Springer Berlin], Springer Berlin, 2009
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2009, ISBN: 9783540681212
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ISBN: 9783540681212
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 co… Altro …
2009, ISBN: 9783540681212
Mathematical Theory, eBooks, eBook Download (PDF), 2010, [PU: Springer Berlin], Seiten: 294, Springer Berlin, 2009
2009
ISBN: 9783540681212
Mathematical Theory, eBooks, eBook Download (PDF), Auflage, [PU: Springer-Verlag], [ED: 1], Springer-Verlag, 2009
2009, ISBN: 9783540681212
Mathematical Theory, eBooks, eBook Download (PDF), 2010, [PU: Springer Berlin], Springer Berlin, 2009
2009, ISBN: 9783540681212
Mathematical Theory, 2010, eBook Download (PDF), eBooks, [PU: Springer Berlin]
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Informazioni dettagliate del libro - Markets with Transaction Costs
EAN (ISBN-13): 9783540681212
Anno di pubblicazione: 2009
Editore: Springer Berlin
294 Pagine
Lingua: eng/Englisch
Libro nella banca dati dal 2011-11-19T02:18:50+01:00 (Zurich)
Pagina di dettaglio ultima modifica in 2023-12-07T15:52:14+01:00 (Zurich)
ISBN/EAN: 9783540681212
ISBN - Stili di scrittura alternativi:
978-3-540-68121-2
Stili di scrittura alternativi e concetti di ricerca simili:
Autore del libro : safa, safar, mher, safarian, dieter weiss
Titolo del libro: markets with transaction costs
Dati dell'editore
Autore: Yuri Kabanov; Mher Safarian
Titolo: Springer Finance; Markets with Transaction Costs - Mathematical Theory
Editore: Springer; Springer Berlin
294 Pagine
Anno di pubblicazione: 2009-12-04
Berlin; Heidelberg; DE
Lingua: Inglese
96,29 € (DE)
99,00 € (AT)
118,00 CHF (CH)
Available
XIV, 294 p. 1 illus.
EA; E107; eBook; Nonbooks, PBS / Wirtschaft/Internationale Wirtschaft; Internationale Wirtschaft; Verstehen; Analysis; Financial Market; Financial Markets; JEL Classifiaction: G10, G11, G13; Stochastic Processes; consistent price system; consumption-investment problem; hedging; markets with transaction costs; no arbitrage criteria; quantitative finance; B; International Economics; Business Mathematics; Mathematics in Business, Economics and Finance; Probability Theory; Mathematics and Statistics; Wirtschaftsmathematik und -informatik, IT-Management; Angewandte Mathematik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; BC
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.The first monograph devoted to the theory of financial markets with transaction costs Includes supplementary material: sn.pub/extras
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