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Market-Consistent Prices: An Introduction to Arbitrage Theory

Posted By: AvaxGenius
Date: 16 Jul 2020 10:52:58
Market-Consistent Prices: An Introduction to Arbitrage Theory

Market-Consistent Prices: An Introduction to Arbitrage Theory by Pablo Koch-Medina
English | PDF,EPUB | 2020 | 448 Pages | ISBN : 303039722x | 26 MB

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.
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