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Björk, Tomas [Author]

Arbitrage theory in continuous time - [Fourth edition]

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  • Media type: E-Book
  • Title: Arbitrage theory in continuous time
  • Contributor: Björk, Tomas [Author]
  • Published: Oxford: Oxford University Press, [2020]
  • Published in: Oxford scholarship online ; Economics and Finance
  • Issue: Fourth edition
  • Extent: 1 Online-Ressource
  • Language: English
  • DOI: 10.1093/oso/9780198851615.001.0001
  • ISBN: 9780191886218
  • Identifier:
  • Keywords: Arbitrage-Pricing-Theorie
  • Origination:
  • Footnote: This edition previously issued in print: 2019
  • Description: 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.