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The Mathematics of Arbitrage

The Mathematics of Arbitrage by Freddy Delbaen
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Proof of the "Fundamental Theorem of Asset Pricing" in its general form by Delbaen and Schachermayer was a milestone in the history of modern mathematical finance and now forms the cornerstone of this book.

Puts into book format a series of major results due mostly to the authors of this book.

Embeds highest-level research results into a treatment amenable to graduate students, with introductory, explanatory background.

Awaited in the quantitative finance community.

Springer Berlin Heidelberg; February 2006
385 pages; ISBN 9783540312994
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Title: The Mathematics of Arbitrage
Author: Freddy Delbaen; Walter Schachermayer
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