Arbitrage theory in continuous time - Oxford finance series

Tomas Björk

3rd Edition

eBook (06 Aug 2009)

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New: Hardback (18 Dec 2019) - Fourth edition ~~RRP $84.72~~ $76.91

Publisher's Synopsis

This accessible introduction to the mathematical underpinnings of finance concentrates on the probabilistic theory of continuous arbitrage pricing of financial derivatives. It includes a solved example for every new technique presented, numerous exercises, and a Further Reading list in each chapter.

About the Publisher

Oxford University Press

Oxford University Press is a department of the University of Oxford. It furthers the University's objective of excellence in research, scholarship, and education by publishing worldwide. Our products cover an extremely broad academic and educational spectrum, and we aim to make our content available to our users in whichever format suits them best.We publish for all audiences-from pre-school to secondary level schoolchildren; students to academics; general readers to researchers; individuals to institutions. Our range includes dictionaries, English language teaching materials, children's books, journals, scholarly monographs, printed music, higher education textbooks, and schoolbooks.

Book information

ISBN:	9780191572005
Publisher:	Oxford University Press
Imprint:	Oxford University Press
Pub date:	06 Aug 2009
Edition:	3rd Edition
DEWEY:	332.645
DEWEY edition:	22
Weight:	-1g