Applications to mathematical finance (Q2760175)
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scientific article; zbMATH DE number 1684179
| Language | Label | Description | Also known as |
|---|---|---|---|
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| English | Applications to mathematical finance |
scientific article; zbMATH DE number 1684179 |
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29 June 2003
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mathematical finance
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arbitrage
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asset pricing
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change of numeraire
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stochastic integral
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Banach space theory
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Applications to mathematical finance (English)
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Some basic ideas of mathematical finance, such as the notions of ``no arbitrage'' and ``equivalent martingale measures'' are formalized and then used to develop further themes of this domain. The exposition is centered on those issues where Banach space theory plays an important role.NEWLINENEWLINEFor the entire collection see [Zbl 0970.46001].
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0.789077877998352
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0.787581205368042
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0.7857727408409119
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0.785180926322937
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