3 Optimality and equilibrium

Chapters in this book

1. Frontmatter I
2. Preface to the third edition V
3. Preface to the second edition VI
4. Preface to the first edition VII
5. Contents IX
6. I Mathematical finance in one period
7. 1 Arbitrage theory 3
8. 2 Preferences 50
9. 3 Optimality and equilibrium 121
10. 4 Monetary measures of risk 175
11. II Dynamic hedging
12. 5 Dynamic arbitrage theory 261
13. 6 American contingent claims 321
14. 7 Superhedging 354
15. 8 Efficient hedging 380
16. 9 Hedging under constraints 404
17. 10 Minimizing the hedging error 428
18. 11 Dynamic risk measures 456
19. Appendix 476
20. Notes 512
21. Bibliography 517
22. List of symbols 533
23. Index 535