Preface to the third edition
This third edition of our book appears in the de Gruyter graduate textbook series. We have therefore included more than one hundred exercises. Typically, we have used the book as an introductory text for two major areas, either combined into one course or in two separate courses. The first area comprises static and dynamic arbitrage theory in discrete time. The corresponding core material is provided in Chapters 1, 5, and 6. The second area deals with mathematical aspects of financial risk as developed in Chapters 2, 4, and 11. Most of the exercises we have included in this edition are therefore contained in these core chapters. The other chapters of this book can be used both as complementary material for the introductory ...
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