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Market-Consistent Prices: An Introduction to Arbitrage Theory
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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Market-Consistent Prices: An Introduction to Arbitrage Theory
Language: English
Published by Birkhïż½user 2020-07-17, 2020
ISBN 10: 303039722X ISBN 13: 9783030397227
US$ 79.89
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Market-Consistent Prices : An Introduction to Arbitrage Theory
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
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Market-Consistent Prices : An Introduction to Arbitrage Theory
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
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Condition: New. pp. 414.
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Market-Consistent Prices: An Introduction to Arbitrage Theory
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
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Condition: New. 2020. Paperback. . . . . .
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Add to basketPaperback. Condition: Brand New. 468 pages. 9.44x6.61x1.06 inches. In Stock.
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Condition: New. 2020. Paperback. . . . . . Books ship from the US and Ireland.
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Market-Consistent Prices : An Introduction to Arbitrage Theory
Language: English
Published by Springer International Publishing, 2020
ISBN 10: 303039722X ISBN 13: 9783030397227
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 economy in which a finite number of securities are traded. In a first step, various versions of the Fundamental Theorem of Asset Pricing, i.e., characterizations of when a market does not admit arbitrage opportunities, are proved. The book then focuses on incomplete markets where the main concern is to obtain a precise description of the set of 'market-consistent' prices for nontraded financial contracts, i.e. the set of prices at which such contracts could be transacted between rational agents.Both European-type and American-type contracts are considered. A distinguishing feature of this book is its emphasis on market-consistent prices and a systematic description of pricing rules, also at intermediate dates. The benefits of this approach are most evident in the treatment of American options, which is novel in terms of both the presentation and the scope, while also presenting new results.The focus on discrete-time, finite-state models makes it possible to cover all relevant topics while requiring only a moderate mathematical background on the part of the reader. The book will appeal to mathematical finance and financial economics students seeking an elementary but rigorous introduction to the subject; mathematics and physics students looking for an opportunity to get acquainted with a modern applied topic; and mathematicians, physicists and quantitatively inclined economists working or planning to work in the financial industry.
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Market-Consistent Prices
Language: English
Published by Springer International Publishing Jul 2020, 2020
ISBN 10: 303039722X ISBN 13: 9783030397227
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 economy in which a finite number of securities are traded. In a first step, various versions of the Fundamental Theorem of Asset Pricing, i.e., characterizations of when a market does not admit arbitrage opportunities, are proved. The book then focuses on incomplete markets where the main concern is to obtain a precise description of the set of 'market-consistent' prices for nontraded financial contracts, i.e. the set of prices at which such contracts could be transacted between rational agents.Both European-type and American-type contracts are considered. A distinguishing feature of this book is its emphasis on market-consistent prices and a systematic description of pricing rules, also at intermediate dates. The benefits of this approach are most evident in the treatment of American options, which is novel in terms of both the presentation and the scope, while also presenting new results.The focus on discrete-time, finite-state models makes it possible to cover all relevant topics while requiring only a moderate mathematical background on the part of the reader. The book will appeal to mathematical finance and financial economics students seeking an elementary but rigorous introduction to the subject; mathematics and physics students looking for an opportunity to get acquainted with a modern applied topic; and mathematicians, physicists and quantitatively inclined economists working or planning to work in the financial industry. 468 pp. Englisch.
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Add to basketCondition: New. Print on Demand pp. 414.
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Condition: New. PRINT ON DEMAND pp. 414.
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Market-Consistent Prices
Language: English
Published by Springer International Publishing, 2020
ISBN 10: 303039722X ISBN 13: 9783030397227
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Mathematically rigorous and comprehensive introduction to arbitrage pricing in single- and multi-period models, including sub and super hedging in incomplete markets Careful selection of exercises Accessibility of topics by fully developing.
