Arbitrage Theory in Continuous Time

Tomas Bjork

This accessible introduction to the mathematical underpinnings of finance concentrates on the probabilistic theory of continuous arbitrage pricing of financial derivatives. It includes a solved example for every new technique presented, numerous exercises, and a Further Reading list in each chapter.
  • Limba : Engleza
  • Data Publicarii : 06 Aug 2009
  • Editie : 3 Rev ed
  • Format : Hardback
  • Numar pagini : 560
  • ISBN : 9780199574742
331.99 Lei
Disponibilitate : La comanda

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