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
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| Format: | eBook |
| Language: | English |
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Oxford
Oxford University Press
1998, 1998
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| Collection: | Oxford University Press - Collection details see MPG.ReNa |
Table of Contents:
- Includes bibliographical references and index