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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
R2,961 Discovery Miles 29 610
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The book is the first monograph on this highly important subject.

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
R2,994 Discovery Miles 29 940
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Ships in 10 - 15 working days

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.

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