Markets with transaction costs: mathematical theory/ Yuri Kabanov and Mher Safarian
Material type: TextSeries: (Springer finance)Publication details: Berlin: Springer, c2009Description: xiv, 294 p. : ill. ; 24 cmISBN: 9783540681205Subject(s): Finance--Mathematical models | Transaction costs--Econometric models | MathematicsDDC classification: 510
Contents:
Approximative Hedging --
Arbitrage Theory for Frictionless Markets --
Arbitrage Theory under Transaction Costs --
Consumption --
Investment Problems --
A. Appendices: Facts from Convex Analysis --
A.2. Cesaro Convergence --
Facts from Probability --
Measurable Selection --
Fatou-Convergence and Bipolar Theorem in L0 --
Skorohod Problem and SDE with Reflections.
Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|
General Books | Central Library, Sikkim University General Book Section | 510 KAB/M (Browse shelf(Opens below)) | Available | P25277 |
Total holds: 0
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510 HOP/ Weakly connected neural networks/ | 510 HWA/G Group Decision Making under Multiple Criteria/ | 510 JON/I Information and coding theory/ | 510 KAB/M Markets with transaction costs: mathematical theory/ | 510 KAP/M Mathematical Modelling | 510 KAP/M Mathematical Modelling | 510 LAI/T Transient Chaos/ |
Approximative Hedging --
Arbitrage Theory for Frictionless Markets --
Arbitrage Theory under Transaction Costs --
Consumption --
Investment Problems --
A. Appendices: Facts from Convex Analysis --
A.2. Cesaro Convergence --
Facts from Probability --
Measurable Selection --
Fatou-Convergence and Bipolar Theorem in L0 --
Skorohod Problem and SDE with Reflections.
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