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Market-consistent prices: an introduction to arbitrage theory
Arbitrage Theory provides the foundation for the pricing of financial derivatives and has become indispensable in both financial theory and financial practice. This textbook offers a rigorous and comprehensive introduction to the mathematics of arbitrage pricing in a discrete-time, finite-state econ...
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2020
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| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-3-030-39724-1 http://cds.cern.ch/record/2727025 |