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180413 ||| eng |
| 020 |
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|a 9780191595981
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| 050 |
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4 |
|a HG4521
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| 100 |
1 |
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|a Bjèork, Tomas
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| 245 |
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|a Arbitrage theory in continuous time
|h Elektronische Ressource
|c Tomas Bjèork
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| 260 |
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|a Oxford
|b Oxford University Press
|c 1998, 1998
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| 300 |
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|a xii, 312 p.
|b ill
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| 505 |
0 |
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|a Includes bibliographical references and index
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| 653 |
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|a Arbitrage
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| 653 |
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|a Arbitrage / Mathematical models
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| 653 |
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|a Arbitrage / Problems, exercises, etc
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| 653 |
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|a Arbitrage / Mathematical models / Problems, exercises, etc
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| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
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| 989 |
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|b OUP
|a Oxford University Press
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| 856 |
4 |
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|u http://dx.doi.org/10.1093/0198775180.001.0001?nosfx=y
|x Verlag
|3 Volltext
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| 082 |
0 |
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|a 332.645
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| 520 |
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|a 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
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