Markets with Transaction Costs, Yuri Kabanov; Mher Safarian
Автор: Yuri M. Kabanov; Mher Safarian Название: Markets with Transaction Costs ISBN: 3540681205 ISBN-13(EAN): 9783540681205 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents a treatment of various problems arising in the theory of financial markets with friction. This book offers an 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.
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