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Arbitrage Theory in Continuous Time

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Arbitrage Theory in Continuous Time - Björk, Tomas
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This accessible introduction to the mathematical underpinnings of finance concentrates on the probabilistic theory of continuous arbitrage pricing of financial derivatives, including stochastic optimal theory, and Merton's fund separation theory. It includes a solved example for every new technique presented, numerous exercises and a Further Reading List in each chapter. This new edition includes new chapters on measure theory, probability theory, Girsanov transformations, the LIBOR and Swap Market Models and martingale ...

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Arbitrage Theory in Continuous Time 2019, Oxford University Press, Oxford

ISBN-13: 9780198851615

4th edition

Hardcover

Arbitrage Theory in Continuous Time 2009, Oxford University Press, USA, Oxford, England

ISBN-13: 9780199574742

3rd edition

Hardcover

Arbitrage Theory in Continuous Time 2004, Oxford University Press, USA, Oxford, England

ISBN-13: 9780199271269

2nd edition

Hardcover

Arbitrage Theory in Continuous Time 1999, Oxford University Press, USA, Oxford, England

ISBN-13: 9780198775188

Hardcover