Cover Image

Arbitrage theory in continuous time /

Show other versions (3)

The second edition of this introduction to the classical underpinnings of the mathematics behind finance continues to combine sound mathematical principles with economic applications.

Bibliographic Details
Main Author: Björk, Tomas
Format: eBook
Language:English
Published: Oxford ; New York : Oxford University Press, 2004.
Edition:2nd ed.
Subjects:
Arbitrage > Mathematical models.
Derivative securities > Mathematical models.
Arbitrage (Bourse) > Modèles mathématiques.
Instruments dérivés (Finances) > Modèles mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > General.
Arbitrage > Mathematical models
Derivative securities > Mathematical models
Stochastische differentiaalvergelijkingen.
Toepassingen.
Swaps.
Continue functies.
Arbitrage (Bourse)
Instrument dérivé (Finances)
Modèle mathématique.
Taux d'intérêt.
Electronic books.
Online Access:Connect to the full text of this electronic book
Description
Summary:The second edition of this introduction to the classical underpinnings of the mathematics behind finance continues to combine sound mathematical principles with economic applications.
Physical Description:1 online resource (xviii, 466 pages) : illustrations
Bibliography:Includes bibliographical references (pages 453-460) and index.
ISBN:9780191533846
019153384X
0199271267
9780199271269
1282052853
9781282052857