Karatzas, Ioannis,

Portfolio theory and arbitrage : a course in mathematical finance - Providence, R.I. : American Mathematical Society, c2021. - 1 online resource (pages cm.) - Graduate Studies in Mathematics, v. 214 .

Includes bibliographical references and index.

9781470465971 (online)


Arbitrage.
Game theory, economics, social and behavioral sciences -- Mathematical finance -- Portfolio theory.
Portfolio management.
Probability theory and stochastic processes For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX -- Stochastic analysis [See also 58J65] -- Stochastic integrals.