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Stochastic Calculus for Quantitative Finance
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In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern Mathematical Finance which led to intensive investigations in many applications of the arbitrage theory on a mathematically rigorous basis of stochastic calculus.Mathematical Basis for Finance: Stochastic Calculus for Finance provides detailed knowledge of all neces...