{"version":"1.0","provider_name":"ISTE Group","provider_url":"https:\/\/www.istegroup.com\/fr","author_name":"Marcio Marim","author_url":"https:\/\/www.istegroup.com\/fr\/profile\/marcio-marim\/","title":"Stochastic Calculus for Quantitative Finance - ISTE Group","type":"rich","width":600,"height":338,"html":"<blockquote class=\"wp-embedded-content\" data-secret=\"8xMhmlI5Gj\"><a href=\"https:\/\/www.istegroup.com\/fr\/book\/stochastic-calculus-for-quantitative-finance\/\">Stochastic Calculus for Quantitative Finance<\/a><\/blockquote><iframe sandbox=\"allow-scripts\" security=\"restricted\" src=\"https:\/\/www.istegroup.com\/fr\/book\/stochastic-calculus-for-quantitative-finance\/embed\/#?secret=8xMhmlI5Gj\" width=\"600\" height=\"338\" title=\"\u00ab\u00a0Stochastic Calculus for Quantitative Finance\u00a0\u00bb &#8212; ISTE Group\" data-secret=\"8xMhmlI5Gj\" frameborder=\"0\" marginwidth=\"0\" marginheight=\"0\" scrolling=\"no\" class=\"wp-embedded-content\"><\/iframe><script type=\"text\/javascript\">\n\/* <![CDATA[ *\/\n\/*! This file is auto-generated *\/\n!function(d,l){\"use strict\";l.querySelector&&d.addEventListener&&\"undefined\"!=typeof URL&&(d.wp=d.wp||{},d.wp.receiveEmbedMessage||(d.wp.receiveEmbedMessage=function(e){var t=e.data;if((t||t.secret||t.message||t.value)&&!\/[^a-zA-Z0-9]\/.test(t.secret)){for(var s,r,n,a=l.querySelectorAll('iframe[data-secret=\"'+t.secret+'\"]'),o=l.querySelectorAll('blockquote[data-secret=\"'+t.secret+'\"]'),c=new RegExp(\"^https?:$\",\"i\"),i=0;i<o.length;i++)o[i].style.display=\"none\";for(i=0;i<a.length;i++)s=a[i],e.source===s.contentWindow&&(s.removeAttribute(\"style\"),\"height\"===t.message?(1e3<(r=parseInt(t.value,10))?r=1e3:~~r<200&&(r=200),s.height=r):\"link\"===t.message&&(r=new URL(s.getAttribute(\"src\")),n=new URL(t.value),c.test(n.protocol))&&n.host===r.host&&l.activeElement===s&&(d.top.location.href=t.value))}},d.addEventListener(\"message\",d.wp.receiveEmbedMessage,!1),l.addEventListener(\"DOMContentLoaded\",function(){for(var e,t,s=l.querySelectorAll(\"iframe.wp-embedded-content\"),r=0;r<s.length;r++)(t=(e=s[r]).getAttribute(\"data-secret\"))||(t=Math.random().toString(36).substring(2,12),e.src+=\"#?secret=\"+t,e.setAttribute(\"data-secret\",t)),e.contentWindow.postMessage({message:\"ready\",secret:t},\"*\")},!1)))}(window,document);\n\/\/# sourceURL=https:\/\/www.istegroup.com\/wp-includes\/js\/wp-embed.min.js\n\/* ]]> *\/\n<\/script>\n","thumbnail_url":"https:\/\/www.istegroup.com\/wp-content\/uploads\/2018\/01\/doc_xcnocnxyamdr.jpg","thumbnail_width":978,"thumbnail_height":1500,"description":"In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers in which they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern Mathematical Finance, which led to intensive investigations in many applications of the arbitrage theory on a mathematically rigorous basis [&hellip;]"}