The Mathematics of Arbitrage

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