Abstract
Chapter 14 is an introduction to basic formulas of arbitrage theory.
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Further Reading
Brealey, R.A., Myers, S.C.: Principles of Corporate Finance. McGraw-Hill, New York (1988)
Dupacova, J., Hurt, J., Stepan, J.: Stochastic Modeling in Economics and Finance. Kluwer, Dordrecht (2002)
Ross, S.A.: Arbitrage theory of capital asset pricing. Journal of Economic Theory 13, 341–360 (1976)
Sears, R.S., Trennepohl, G.L.: Investment Management. Dryden, Forth Worth (1993)
Sharpe, W.F., Alexander, G.J.: Investments. Prentice Hall, Englewood Cliffs, NJ (1990)
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Cipra, T. (2010). Arbitrage Theory. In: Financial and Insurance Formulas. Physica, Heidelberg. https://doi.org/10.1007/978-3-7908-2593-0_14
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DOI: https://doi.org/10.1007/978-3-7908-2593-0_14
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Publisher Name: Physica, Heidelberg
Print ISBN: 978-3-7908-2592-3
Online ISBN: 978-3-7908-2593-0
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