Arbitrage theory in continuous time /
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.
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| Format: | eBook |
| Language: | English |
| Published: |
Oxford :
Oxford University Press,
2020.
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| Edition: | Fourth edition. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
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