The Mathematics of Arbitrage

Part I.A Guided Tour to Arbitrage Theory
1. The Story in a Nutshell
2. Models of Financial Markets on Finite Probability Spaces
3. Utility Maximisation on Finite Probability Spaces
4. Bachelier and Black-Scholes
5. The Kreps-Yan Theorem
6. The Dalang-Morton-Willinger Theorem
7. A Primer in Stochastic Integration
8. Arbitrage Theory in Continuous Time: an Overview
Part II.The Original Papers
9. A General Version of the Fundamental Theorem of Asset Pricing (1994)
10. A Simple Counter-Example to Several Problems in the Theory of Asset Pricing (1998)
11. The No-Arbitrage Property under a Change of Numéraire (1995)
12. The Existence of Absolutely Continuous Local Martingale Measures (1995)
13. The Banach Space of Workable Contingent Claims in Arbitrage Theory (1997)
14. The Fundamental Theorem of Asset Pricingfor Unbounded Stochastic Processes (1998)
15. A Compactness Principle for Bounded Sequences of Martingales with Applications (1999)

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Avainsanat: MATHEMATICS / General MAT000000