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9783319389882

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“The book is intended for Master's and young Ph.D. students, the authors try to present the main aspects of arbitrage theory in a self-contained way based on Kabanov and Stricker’s results. … The book presents a variety of problems, aspects and techniques of modern mathematics of finance. An additional value of the book is the nontrivial problems which are added to each chapter. At the end of each chapter there are suggestions or hints on how to solve these problems.” (Ł. Stettner, Mathematical Reviews, August, 2017)

The book is intended for Master's and young Ph.D. students, the authors try to present the main aspects of arbitrage theory in a self-contained way based on Kabanov and Stricker's results. ... The book presents a variety of problems, aspects and techniques of modern mathematics of finance. An additional value of the book is the nontrivial problems which are added to each chapter. At the end of each chapter there are suggestions or hints on how to solve these problems. (L. Stettner, Mathematical Reviews, August, 2017)

Author Information

Bruno Bouchard is Professor of Mathematics at Université Paris-Dauphine. He is a renowned specialist in mathematical finance and stochastic control. He has been teaching arbitrage theory, option hedging techniques and stochastic control for more than ten years at French universities and engineering schools.    Jean-François Chassagneux is a professor at the Department of Mathematics at Université Paris Diderot. He specialises in non-linear pricing methods and associated numerical techniques. He has been teaching mathematical finance for many years at several institutions: Ecole Nationale de la Statistique et de l’Administration Economique, Université d’Evry, Imperial College London and Université Paris Diderot.

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