A Short Introduction to Arbitrage Theory and Pricing in Mathematical Finance for Discrete Time Markets With or Without Frictions
Author: Emmanuel Lepinette
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Description: A Short Introduction to Arbitrage Theory and Pricing in Mathematical Finance for Discrete Time Markets With or Without Frictions por Emmanuel Lepinette is a concise overview of arbitrage theory, covering both frictionless and friction-affected discrete-time markets. This document provides essential insights into the fundamental concepts and conditions of no-arbitrage, crucial for understanding mathematical finance.
Pages: 27
Megabytes: 0.56 MB
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