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Arbitrage theory in continuous time /

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This text provides an accessible introduction to the classical mathematical underpinnings of modern finance. Professor Björk concentrates on the probabilistic theory of continuous arbitrage pricing of financial derivatives.

Bibliographic Details
Main Author: Björk, Tomas (Author)
Format: eBook
Language:English
Published: Oxford : Oxford University Press, 2020.
Edition:Fourth edition.
Subjects:
Arbitrage.
Arbitrage > Mathematical models.
Arbitrage
Arbitrage > Mathematical models
Arbitratge (Borsa)
Economia matemàtica.
Integrals estocàstiques.
Teoria de control.
Actius financers derivats.
Models economètrics.
Models matemàtics.
Martingales (Matemàtica)
Processos estocàstics.
Electronic books.
Llibres electrònics.
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Holdings details from Available Online
Call Number: HG4521 .B5 2020
 
Call Number Status Get It
HG4521 .B5 2020 Available