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… More...
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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
Mathematical Theory, 2010, eBook Download (PDF), eBooks, [PU: Springer Berlin]
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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… More...
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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Details of the book - Markets with Transaction Costs
EAN (ISBN-13): 9783540681212
Publishing year: 2009
Publisher: Springer Berlin
294 Pages
Language: eng/Englisch
Book in our database since 2011-11-18T20:18:50-05:00 (New York)
Detail page last modified on 2023-12-07T09:52:14-05:00 (New York)
ISBN/EAN: 9783540681212
ISBN - alternate spelling:
978-3-540-68121-2
Alternate spelling and related search-keywords:
Book author: safa, safar, mher, safarian, dieter weiss
Book title: markets with transaction costs
Information from Publisher
Author: Yuri Kabanov; Mher Safarian
Title: Springer Finance; Markets with Transaction Costs - Mathematical Theory
Publisher: Springer; Springer Berlin
294 Pages
Publishing year: 2009-12-04
Berlin; Heidelberg; DE
Language: English
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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