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• W4290875348 startingPage "ix" @default.
• W4290875348 abstract "Extract The purpose of this book is to present arbitrage theory and its applications to pricing problems for financial derivatives. It is intended as a textbook for graduate and advanced undergraduate students in finance, economics, mathematics, and statistics and I also hope that it will be useful for practitioners. Because of its intended audience, the book does not presuppose any previous knowledge of abstract measure theory. The only mathematical prerequisites are advanced calculus and a basic course in probability theory. No previous knowledge in economics or finance is assumed. The book starts by contradicting its own title, in the sense that the second chapter is devoted to the binomial model. After that, the theory is exclusively developed in continuous time. The main mathematical tool used in the book is the theory of stochastic differential equations (SDEs), and instead of going into the technical details concerning the foundations of that theory I..." @default.
• W4290875348 created "2022-08-12" @default.
• W4290875348 date "2004-03-04" @default.
• W4290875348 modified "2023-09-28" @default.
• W4290875348 title "PREFACE TO THE FIRST EDITION" @default.
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