Arbitrage theory in continuous time:

This text provides an accessible introduction to the classical mathematical underpinnings of modern finance. Professor Björk concentrates on the probabilistic theory of continuous arbitrage pricing of financial derivatives

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Bibliographic Details
Main Author: Björk, Tomas 1947-2021 (Author)
Format: Electronic eBook
Language:English
Published: Oxford Oxford University Press 2020
Edition:4th edition
Series:Oxford scholarship online
Subjects:
Online Access:DE-521
DE-739
Volltext
Summary:This text provides an accessible introduction to the classical mathematical underpinnings of modern finance. Professor Björk concentrates on the probabilistic theory of continuous arbitrage pricing of financial derivatives
Item Description:Includes bibliographical references and index
Physical Description:1 Online-Ressource Illustrationen
ISBN:9780191886218
DOI:10.1093/oso/9780198851615.001.0001

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