Arbitrage theory in continuous time

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

Main Author: Bjork, Tomas
Format: eBook
Language:English
Published: Oxford Oxford University Press 1998, 1998
Subjects:
Online Access:
Collection: Oxford University Press - Collection details see MPG.ReNa
Summary: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
Physical Description:xii, 312 p. ill
ISBN:9780191595981