Arbitrage theory in continuous time:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Oxford
Oxford University Press
2009
|
| Edition: | 3rd ed |
| Series: | Oxford finance
|
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | Includes bibliographical references (pages 514-520) and index 20 The Martingale Approach to Optimal Investment*21 Optimal Stopping Theory and American Options*; 22 Bonds and Interest Rates; 23 Short Rate Models; 24 Martingale Models for the Short Rate; 25 Forward Rate Models; 26 Change of Numeraire*; 27 LIBOR and Swap Market Models; 28 Potentials and Positive Interest; 29 Forwards and Futures; A Measure and Integration*; B Probability Theory*; C Martingales and Stopping Times*; Referenc The third edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sound mathematical principles with economic applications. Concentrating on the probabilistic theory of continuous arbitrage pricing of financial derivatives, including stochastic optimal control theory and Merton's fund separation theory, the book is designed for graduate students and combines necessary mathematical background with a solid economic focus. It includes a solved example for every new technique presented, contains numerous exercises, and suggests fur |
| Physical Description: | 1 Online-Ressource (xx, 525 pages) |
| ISBN: | 9780191572005 0191572004 |
Staff View
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Record in the Search Index
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| author | Björk, Tomas |
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| id | DE-604.BV042964016 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:13:54Z |
| institution | BVB |
| isbn | 9780191572005 0191572004 |
| language | English |
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| physical | 1 Online-Ressource (xx, 525 pages) |
| psigel | ZDB-4-EBU FLA_PDA_EBU |
| publishDate | 2009 |
| publishDateSearch | 2009 |
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| publisher | Oxford University Press |
| record_format | marc |
| series2 | Oxford finance |
| spelling | Björk, Tomas Verfasser aut Arbitrage theory in continuous time Tomas Björk 3rd ed Oxford Oxford University Press 2009 1 Online-Ressource (xx, 525 pages) txt rdacontent c rdamedia cr rdacarrier Oxford finance Includes bibliographical references (pages 514-520) and index 20 The Martingale Approach to Optimal Investment*21 Optimal Stopping Theory and American Options*; 22 Bonds and Interest Rates; 23 Short Rate Models; 24 Martingale Models for the Short Rate; 25 Forward Rate Models; 26 Change of Numeraire*; 27 LIBOR and Swap Market Models; 28 Potentials and Positive Interest; 29 Forwards and Futures; A Measure and Integration*; B Probability Theory*; C Martingales and Stopping Times*; Referenc The third edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sound mathematical principles with economic applications. Concentrating on the probabilistic theory of continuous arbitrage pricing of financial derivatives, including stochastic optimal control theory and Merton's fund separation theory, the book is designed for graduate students and combines necessary mathematical background with a solid economic focus. It includes a solved example for every new technique presented, contains numerous exercises, and suggests fur BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Arbitrage / Mathematical models fast Derivative securities / Mathematical models fast Mathematisches Modell Wirtschaft Arbitrage Mathematical models Derivative securities Mathematical models Ökonometrie (DE-588)4132280-0 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Arbitrage-Pricing-Theorie (DE-588)4112584-8 gnd rswk-swf Arbitrage (DE-588)4002820-3 gnd rswk-swf Arbitrage-Pricing-Theorie (DE-588)4112584-8 s Derivat Wertpapier (DE-588)4381572-8 s 1\p DE-604 Arbitrage (DE-588)4002820-3 s Ökonometrie (DE-588)4132280-0 s 2\p DE-604 Erscheint auch als Druck-Ausgabe, Hardcover 978-0-19-957474-2 Erscheint auch als Druck-Ausgabe, Hardcover 0-19-957474-X http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=299143 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Björk, Tomas Arbitrage theory in continuous time BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Arbitrage / Mathematical models fast Derivative securities / Mathematical models fast Mathematisches Modell Wirtschaft Arbitrage Mathematical models Derivative securities Mathematical models Ökonometrie (DE-588)4132280-0 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Arbitrage-Pricing-Theorie (DE-588)4112584-8 gnd Arbitrage (DE-588)4002820-3 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4381572-8 (DE-588)4112584-8 (DE-588)4002820-3 |
| title | Arbitrage theory in continuous time |
| title_auth | Arbitrage theory in continuous time |
| title_exact_search | Arbitrage theory in continuous time |
| title_full | Arbitrage theory in continuous time Tomas Björk |
| title_fullStr | Arbitrage theory in continuous time Tomas Björk |
| title_full_unstemmed | Arbitrage theory in continuous time Tomas Björk |
| title_short | Arbitrage theory in continuous time |
| title_sort | arbitrage theory in continuous time |
| topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Arbitrage / Mathematical models fast Derivative securities / Mathematical models fast Mathematisches Modell Wirtschaft Arbitrage Mathematical models Derivative securities Mathematical models Ökonometrie (DE-588)4132280-0 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Arbitrage-Pricing-Theorie (DE-588)4112584-8 gnd Arbitrage (DE-588)4002820-3 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Arbitrage / Mathematical models Derivative securities / Mathematical models Mathematisches Modell Wirtschaft Arbitrage Mathematical models Derivative securities Mathematical models Ökonometrie Derivat Wertpapier Arbitrage-Pricing-Theorie Arbitrage |
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