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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.
Online Access:Connect to the full text of this electronic book
Description
Summary: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.
Physical Description:1 online resource : illustrations (black and white)
Audience:Specialized.
Bibliography:Includes bibliographical references and index.
ISBN:9780191886218
0191886211
9780192592453
0192592459