• Medientyp: E-Book
  • Titel: Arbitrage theory in continuous time
  • Beteiligte: Björk, Tomas [VerfasserIn]
  • Erschienen: Oxford: Oxford University Press, 1998
  • Umfang: 1 online resource (xii, 312 p.); ill
  • Sprache: Englisch
  • DOI: 10.1093/0198775180.001.0001
  • ISBN: 9780191595981
  • Identifikator:
  • Schlagwörter: Arbitrage ; Arbitrage Mathematical models ; Arbitrage Problems, exercises, etc ; Arbitrage Problems, exercises, etc Mathematical models
  • Entstehung:
  • Anmerkungen: Includes bibliographical references and index. - Description based on print version record
  • Beschreibung: This text provides an accessible introduction to the classical mathematical underpinnings of modern finance. Professor Bjork concentrates on the probabilistic theory of continuous arbitrage pricing of financial derivatives.