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  • Market-Consistent Prices

    An Introduction to Arbitrage Theory

    by Pablo Koch-Medina, Cosimo Munari ...
    Series series Mathematics and Statistics (R0)
    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 ... Read more

    $83.99 CAD