Portfolio Theory and Arbitrage: A Course in Mathematical Finance

by Ioannis Karatzas

Book Overview

This book 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,... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1470465981
• ISBN13: 9781470465988
• Release Date: September 2021
• Publisher: American Mathematical Society
• Length: 309 Pages