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Arbitrage Theory in Continuous Time

Language EnglishEnglish
Book Hardback
Book Arbitrage Theory in Continuous Time Bjoerk
Libristo code: 24142505
Publishers Oxford University Press, December 2019
The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now... Full description
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The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to combine sound mathematical principles with economic applications. Concentrating on the probabi

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About the book

Full name Arbitrage Theory in Continuous Time
Author Bjoerk, Tomas (Professor of Mathematical Finance, Professor of Mathematical Finance, Department of Finance, Stockholm School of Economics)
Language English
Binding Book - Hardback
Date of issue 2019
Number of pages 592
EAN 9780198851615
ISBN 0198851618
Libristo code 24142505
Publishers Oxford University Press
Weight 988
Dimensions 151 x 242 x 36

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Economics
Economics, Finance, Business & Management > Finance & accounting
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