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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. It includes a solved example for every new technique presented numerous exercises and a Further Reading list in each chapter.
TITLE: Arbitrage Theory in Continuous Time
AUTHOR: Tomas Bjork
SKU: 9780199574742
PUBLISHER: Oxford University Press
DATE PUBLISHED: 06/08/2009
PLACE PUBLISHED: United Kingdom
PAGES: 560
BINDING: Hardback
LANGUAGE: English
DIMENSIONS: 161 mm x 241 mm x 32 mm
WEIGHT: 938 gr
