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Portfolio Theory and Arbitrage: A Course in Mathematical Finance (Paperback)
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商品簡介 |
| Develops a mathematical theory for finance, based on an intuitive absence-of-arbitrage principle. This posits that it should not be possible to fund a non-trivial liability, starting with initial capital arbitrarily near zero. The principle is easy-to-test in specific models, as it is described in terms of the underlying market characteristics. |
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