Bjork Tomas:
Arbitrage Theory In Continuous Time

2 Rev Ed

Oxford University Press (United Kingdom), 2004
Hardback, 496 pages
Size: 234x156 mm
ISBN: 9780199271269
ISBN-10: 0199271267

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Arbitrage Theory In Continuous Time

Provides an introduction to the mathematical underpinnings of finance, which concentrates on the probabilistic theory of continuous arbitrage pricing of financial derivatives, including stochastic optimal control theory, and Merton's fund separation theory. This title includes numerous exercises and a Further Reading list in each chapter.

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Tomas Bjork
Investment & securities
Finance
Finance & accounting
Economics, finance, business and industry
Oxford University Press

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