This book presents a unified treatment of various problems arising in the theory of financial markets with friction. It gives a succinct account of arbitrage theory for financial markets with and without transaction costs based on a synthesis of ideas.
| ISBN: | 9783642262784 |
| Publication date: | 4th May 2012 |
| Author: | Yuri Kabanov, Mher Safarian |
| Publisher: | Springer an imprint of Springer Berlin Heidelberg |
| Format: | Paperback |
| Pagination: | 294 pages |
| Series: | Springer Finance |
| Genres: |
International economics Stochastics Business mathematics and systems Probability and statistics Applied mathematics Economics, Finance, Business and Management |