[ Home page ]   [ Publications and Preprints ]   [ Curriculum vitae ]   [ Publications adressed to a wider public ]   [ Books, Lecture Notes and Surveys ]   [ Scripts ]   [ Editorial Work ]   [ Media ]   [ Conferences ]

List of Books, Lecture Notes and Surveys

The following items of the publication list qualify as 'books, lecture notes, and surveys'. Publications marked with [R] have appeared in refereed journals.

[176]   W. Schachermayer:
Mathematics and Finance.
In: Mathematics and Society, 7th European Congress of Mathematics (7ECM) & Congress of the European Mathematical Society 18-22 July 2016, ISBN 9783037191644, (Wolfgang König, editor), European Mathematical Society Publishing House Zürich (2016), pp. 37-50.
[PostScript (263 k)] [PDF (148 k)]

[141c]   W. Schachermayer:
Equivalent martingale measures and ramifications.
Survey article (11 pages), Encyclopedia of Quantitative Finance, Vol. 2 (2010), pp. 583-589.
[PostScript (263 k)] [PS.gz (122 k)] [PDF (148 k)] [Encyclopedia of Quantitative Finance]

[141b]   W. Schachermayer:
Risk Neutral Pricing.
Survey article (8 pages), Encyclopedia of Quantitative Finance, Vol. 4 (2010), pp. 1581-1585.
[PostScript (220 k)] [PS.gz (102 k)] [PDF (123 k)] [Encyclopedia of Quantitative Finance]

[141a]   W. Schachermayer:
The fundamental theorem of asset pricing.
Survey article (18 pages), Encyclopedia of Quantitative Finance, Vol. 2 (2010), pp. 792-801.
[PostScript (258 k)] [PS.gz (113 k)] [PDF (148 k)] [Encyclopedia of Quantitative Finance]

[133]   W. Schachermayer, J. Teichmann:
Wie K. Itô den stochastischen Kalkül revolutionierte.
Internationale Mathematische Nachrichten, Vol. 205 (2007), pp. 11-22.
[PostScript (240 k)] [PS.gz (113 k)] [PDF (141 k)] [IMN]

[119]   W. Schachermayer:
Utility Maximisation in Incomplete Markets.
In: Stochastic Methods in Finance, Lectures given at the CIME-EMS Summer School in Bressanone/Brixen, Italy, July 6-12, 2003 (M. Fritelli, W. Runggaldier, eds.), ISBN 3540229531, Springer Lecture Notes in Mathematics, Vol. 1856 (2004), pp. 225-288.
[PostScript (535 k)] [PS.gz (232 k)] [PDF (326 k)] [Lecture Notes]

[118b]   W. Schachermayer:
The Notion of Arbitrage and Free Lunch in Mathematical Finance.
(Reprint of [118a]), Aspects of Mathematical Finance, Springer-Verlag Berlin Heidelberg (2008), pp. 15-22.
[PostScript (228 k)] [PS.gz (108 k)] [PDF (136 k)] [DOI: 10.1007/978-3-540-75265-3_3]

[118a]   W. Schachermayer:
The Notion of Arbitrage and Free Lunch in Mathematical Finance.
(Expanded version of [118]), Aspects des mathématiques financières (actes de colloque, Paris, le 1er février 2005), Académie des Sciences (2006), pp. 19-29.
[PostScript (228 k)] [PS.gz (108 k)] [PDF (136 k)]

[118]   F. Delbaen, W. Schachermayer:
What is a Free Lunch?
Notices of the AMS, Vol. 51 (2004), No. 5, pp. 526-528.
[PostScript (137 k)] [PS.gz (67 k)] [PDF (81 k)] [Article]

[116]   W. Schachermayer:
Portfolio Optimization in Incomplete Financial Markets.
Notes of the Scuola Normale Superiore Cattedra Galileiana, Pisa, V, 65 p., ISBN 8876421416 (2004).
[PostScript (723 k)] [PS.gz (302 k)] [PDF (437 k)] [book order at Springer]

[104]   W. Schachermayer:
Introduction to the Mathematics of Financial Markets.
In: S. Albeverio, W. Schachermayer, M. Talagrand: Lecture Notes in Mathematics 1816 - Lectures on Probability Theory and Statistics, Saint-Flour summer school 2000 (Pierre Bernard, editor), Springer Verlag, Heidelberg (2003), pp. 111-177.
[PostScript (667 k)] [PS.gz (249 k)] [PDF (727 k)]

[103]   W. Schachermayer:
Optimal Investment in Incomplete Financial Markets.
Mathematical Finance: Bachelier Congress 2000 (H. Geman, D. Madan, St.R. Pliska, T. Vorst, editors), Springer (2001), pp. 427-462.
[PostScript (406 k)] [PS.gz (156 k)] [PDF (336 k)]

[99a]   W. Schachermayer:
The Role of Mathematics in the Financial Markets
(English Reprint of [99]), Mathematics Everywhere (M. Aigner, E. Behrends, editors), AMS (2010), pp. 123-134.

[99]   W. Schachermayer:
Die Rolle der Mathematik auf den Finanzmärkten.
"Alles Mathematik", in Die Urania Vorträge auf dem Weltkongress für Mathematik, Berlin 1998 (M. Aigner, E. Behrends, editors) (2000), pp. 99-111.
[abstract] [PostScript (238 k)] [PS.gz (82 k)] [PDF (131 k)]

[95]   F. Delbaen, W. Schachermayer:
Applications to Mathematical Finance.
Handbook of the Geometrie of Banach Spaces (W. Johnson, J. Lindenstrauss, editors), Vol. 1 (2000), pp. 367-391.
[abstract] [PostScript (315 k)] [PS.gz (123 k)] [PDF (265 k)] [DOI: 10.1016/S1874-5849(01)80011-5]

[94]   F. Delbaen, W. Schachermayer:
Non-Arbitrage and the Fundamental Theorem of Asset Pricing: Summary of Main Results.
Introduction to Mathematical Finance (D.C. Heath, G. Swindle, editors), "Proceedings of Symposia in Applied Mathematics" of the AMS, Vol. 57 (1999), pp. 49-58.
[PostScript (185 k)] [PS.gz (74 k)]

[68]   W. Schachermayer:
Die mathematischen Grundlagen der Bewertung von derivativen Finanztiteln.
Banking and Finance (P. Steiner, editor), Diskussionsreihe Bank und Börse, Band 6, Verlag Orac, Wien (1993), pp. 197-203.

[39] [R]   N. Ghoussoub, G. Godefroy, B. Maurey, W. Schachermayer:
Some topological and geometrical structures in Banach spaces.
Mémoirs of the A.M.S., Vol. 70 (1987), No. 378.

 

[ Home page ]   [ Publications and Preprints ]   [ Curriculum vitae ]   [ Publications adressed to a wider public ]   [ Books, Lecture Notes and Surveys ]   [ Scripts ]   [ Editorial Work ]   [ Media ]   [ Conferences ]

Last modification: June 29 2015
(webmaster)