Arbitrage Theory in Continuous Time - Tomas Bjork

Arbitrage Theory in Continuous Time - Tomas Bjork

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New
Location
South Africa
Product code
9780199574742
Bob Shop ID
620237256

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

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