Markets with Transaction Costs pdf epub mobi txt 电子书下载 2024

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Yuri Kabanov

Springer

2009-12-30

294

USD 109.00

Hardcover

springer finance

9783540681205

图书标签: 金融学 Finance

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发表于2024-09-16

Markets with Transaction Costs epub 下载 mobi 下载 pdf 下载 txt 电子书下载 2024

Markets with Transaction Costs pdf epub mobi txt 电子书下载 2024

图书描述

The central mathematical concept in the theory of frictionless market is a martingale measure. The authors argue that for financial markets with proportional transaction costs this concept should be replaced by the concept of consistent price system which is a martingale evolving in the duals to the solvency cones. The 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 from the finite-dimensional geometry, functional analysis, and stochastic processes. For practitioners working with low-liquid markets the chapter on Lelanda (TM)s approximate hedging strategies will be of especial interest. The book is supplemented by an appendix that provides a toolbox containing auxiliary results from various branches of mathematics used in the proofs.

Markets with Transaction Costs 下载 mobi epub pdf txt 电子书