Markets with Transaction Costs 2025 pdf epub mobi 电子书

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发表于2025-01-08

Markets with Transaction Costs 2025 pdf epub mobi 电子书

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出版者:Springer

作者:Yuri Kabanov

出品人:

页数:294

译者:

出版时间:2009-12-30

价格:USD 109.00

装帧:Hardcover

isbn号码:9783540681205

丛书系列:springer finance

图书标签: 金融学 Finance

Markets with Transaction Costs 2025 pdf epub mobi 电子书图书描述

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 2025 pdf epub mobi 电子书

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