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Aims at a mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of 'no arbitrage'. The first part presents an elementary introduction. The second part consists of seven research papers by the authors, which analyse the topic in the general framework of semi-martingale theory.

Actuarial mathematics --- Arbitrage --- Derivative securities --- Hedging (Finance) --- Arbitrage (Bourse) --- Instruments dérivés (Finances) --- Mathematical models. --- Prices --- Modèles mathématiques --- Prix --- Arbitrage. --- Arbitrage - Mathematical models. --- Derivative securities. --- Hedging (Finance). --- Business & Economics --- Finance --- Economic Theory --- Investment & Speculation --- Mathematical models --- AA / International- internationaal --- 305.91 --- -Derivative securities --- -Hedging (Finance) --- 332.645 --- Options (Finance) --- Speculation --- Financial futures --- Derivative financial instruments --- Derivative financial products --- Derivative instruments --- Derivatives (Finance) --- Financial derivatives --- Securities --- Structured notes (Securities) --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- -Mathematical models --- Law and legislation --- Instruments dérivés (Finances) --- Modèles mathématiques --- EPUB-LIV-FT LIVMATHE SPRINGER-B --- Mathematics. --- Finance. --- Functional analysis. --- Operator theory. --- Economics, Mathematical. --- Probabilities. --- Quantitative Finance. --- Probability Theory and Stochastic Processes. --- Operator Theory. --- Functional Analysis. --- Finance, general. --- Prices&delete& --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Distribution (Probability theory. --- Functional calculus --- Calculus of variations --- Functional equations --- Integral equations --- Functional analysis --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Funding --- Funds --- Economics --- Currency question --- Economics, Mathematical . --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Mathematical economics --- Econometrics --- Methodology --- Social sciences --- Mathematics in Business, Economics and Finance. --- Probability Theory. --- Financial Economics.