↓ Skip to main content
What is this page? Embed badge

The Mathematics of Arbitrage

Overview of attention for book
Cover of 'The Mathematics of Arbitrage'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 The Story in a Nutshell
  3. Altmetric Badge
    Chapter 2 Models of Financial Markets on Finite Probability Spaces
  4. Altmetric Badge
    Chapter 3 Utility Maximisation on Finite Probability Spaces
  5. Altmetric Badge
    Chapter 4 Bachelier and Black-Scholes
  6. Altmetric Badge
    Chapter 5 The Kreps-Yan Theorem
  7. Altmetric Badge
    Chapter 6 The Dalang-Morton-Willinger Theorem
  8. Altmetric Badge
    Chapter 7 A Primer in Stochastic Integration
  9. Altmetric Badge
    Chapter 8 Arbitrage Theory in Continuous Time: an Overview
  10. Altmetric Badge
    Chapter 9 A General Version of the Fundamental Theorem of Asset Pricing (1994)
  11. Altmetric Badge
    Chapter 10 A Simple Counter-Example to Several Problems in the Theory of Asset Pricing (1998)
  12. Altmetric Badge
    Chapter 11 The No-Arbitrage Property under a Change of Numéraire (1995)
  13. Altmetric Badge
    Chapter 12 The Existence of Absolutely Continuous Local Martingale Measures (1995)
  14. Altmetric Badge
    Chapter 13 The Banach Space of Workable Contingent Claims in Arbitrage Theory (1997)
  15. Altmetric Badge
    Chapter 14 The Fundamental Theorem of Asset Pricingfor Unbounded Stochastic Processes (1998)
  16. Altmetric Badge
    Chapter 15 A Compactness Principle for Bounded Sequences of Martingales with Applications (1999)
Attention for Chapter 2: Models of Financial Markets on Finite Probability Spaces
Altmetric Badge

Citations

dimensions_citation
188 Dimensions

Readers on

mendeley
1 Mendeley
Summary Dimensions citations
So far, Dimensions has found 188 publications that cite this research output.

188

The most recent citing publications are shown below. View all 188 publications that cite this research output on Dimensions.

This page shows the most recent citations of this research output.

Click here to find out how to access more activity.

This page is provided by Altmetric.