No-Arbitrage Pricing of Securities Under Transaction Costs

These lecture notes summarize standard machinery of an advanced course on Mathematics of Arbitrage. This note is based on material developed in a series of papers published in recent years by Prof. Walter Schachermeyer. The notes must be understood as a complementary material to the book of F. Delbaen and W. Schachermayer "Mathematics of Arbitrage" published with Springer Verlag

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Year of publication:	2018
Authors:	Prohl, Silke
Publisher:	[2018]: [S.l.] : SSRN
Subject:	Transaktionskosten \| Transaction costs \| Optionspreistheorie \| Option pricing theory \| Arbitrage Pricing \| Arbitrage pricing \| Hedging

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Extent:	1 Online-Ressource (218 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 1, 2016 erstellt
Other identifiers:	10.2139/ssrn.2803018 [DOI]
Classification:	C60 - Mathematical Methods and Programming. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012935931