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Portfolio Theory and Arbitrage: A Course in Mathematical Finance
About this Title
Ioannis Karatzas, Columbia University, New York, NY and Constantinos Kardaras, London School of Economics and Political Science, London, UK
Publication: Graduate Studies in Mathematics
Publication Year:
2021; Volume 214
ISBNs: 978-1-4704-6014-3 (print); 978-1-4704-6597-1 (online)
DOI: https://doi.org/10.1090/gsm/214
Table of Contents
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Front/Back Matter
Chapters
- The market
- Numéraires and market viability
- Financing optimization maximality
- Ramifications and extensions
- Elements of functional and convex analysis
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