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    Markets with Transaction Costs

    Markets with Transaction Costs

    - Mathematical Theory

    Af
    Bog E-bog
    • Format
    • Bog, hardback
    • Engelsk

    Beskrivelse

    The book is the first monograph on this highly important subject.

    Læs hele beskrivelsen
    Detaljer
    Størrelse og vægt
    coffee cup img
    10 cm
    book img
    15,5 cm
    23,5 cm

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    Finance Financial markets Mathematical models Analysis Martingales (Mathematics) Transaction costs Stochastic processes Hedging Quantitative Finance Financial market G13 consistent price system consumption-investment problem JEL Classifiaction: G10 G11 no arbitrage criteria markets with transaction costs
    Machine Name: SAXO081