Bjork Tomas:
Arbitrage Theory In Continuous Time
Oxford University Press (United Kingdom), 2004
Hardback, 496 pages
Size: 234x156 mm
ISBN: 9780199271269
ISBN-10: 0199271267
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.

