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Arbitrage theory in continuous time /

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Professor Bjork provides an accessible introduction to the classical underpinnings of the central mathematical theory behind modern finance. Combining sound mathematical principles with the necessary economic focus, Arbitrage Theory in Continuous Time is specifically designed for graduate students,...

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Bibliographic Details
Main Author: Björk, Tomas
Format: eBook
Language:English
Language Notes:English.
Published: Oxford ; New York : Oxford University Press, 1998.
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
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Call Number: HG6024.A3 B567 1998eb
 
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