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Markets with Transaction Costs - Mathematical Theory (Hardcover, 2010 ed.): Yuri Kabanov, Mher Safarian Markets with Transaction Costs - Mathematical Theory (Hardcover, 2010 ed.)
Yuri Kabanov, Mher Safarian
R2,823 Discovery Miles 28 230
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This book presents a unified treatment of various problems arising in the theory of financial markets with friction. It gives a succinct account of arbitrage theory for financial markets with and without transaction costs based on a synthesis of ideas.

Markets with Transaction Costs - Mathematical Theory (Paperback, 2010 ed.): Yuri Kabanov, Mher Safarian Markets with Transaction Costs - Mathematical Theory (Paperback, 2010 ed.)
Yuri Kabanov, Mher Safarian
R2,793 Discovery Miles 27 930
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The book is the first monograph on this highly important subject.

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