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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
Stochastische differentiaalvergelijkingen.
Toepassingen.
Swaps.
Continue functies.
Electronic books.
Online Access:Connect to the full text of this electronic book
Description
Summary: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, and includes solved examples for every new technique presented, numerous exercises, and Further Reading lists for each chapter. - ;The second edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sound mathematical principles with.
Physical Description:1 online resource (xii, 311 pages) : illustrations
Bibliography:Includes bibliographical references (pages 304-308) and index.
ISBN:9780191525100
0191525103
9780191595981
0191595985
9786612054020
6612054026
1282054023
9781282054028