Articoli correlati a Arbitrage Theory in Continuous Time
Sinossi
The second 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 further reading in each chapter. In this substantially extended new edition Bjork has added separate and complete chapters on measure theory, probability theory, Girsanov transformations, LIBOR and swap market models, and martingale representations, providing two full treatments of arbitrage pricing: the classical delta-hedging and the modern martingales. More advanced areas of study are clearly marked to help students and teachers use the book as it suits their needs.
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Book by Bjrk Tomas
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- EditoreOUP Oxford
- Data di pubblicazione2004
- ISBN 10 0199271267
- ISBN 13 9780199271269
- RilegaturaCopertina rigida
- LinguaInglese
- Numero edizione2
- Numero di pagine496
- Contatto del produttorenon disponibile
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Arbitrage Theory in Continuous Time
Editore:
Oxford University Press, 2005
ISBN 10: 0199271267
ISBN 13: 9780199271269
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Da: Anybook.com, Lincoln, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1000grams, ISBN:9780199271269. Codice articolo 8850462
Quantità: 1 disponibili
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Arbitrage Theory in Continuous Time
Editore:
Oxford University Press, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
Antico o usato
Rilegato
Da: Anybook.com, Lincoln, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In poor condition, suitable as a reading copy. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1000grams, ISBN:9780199271269. Codice articolo 8832468
Quantità: 1 disponibili
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Arbitrage Theory in Continuous Time
Editore:
Oxford University Press, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
Antico o usato
Rilegato
Da: Anybook.com, Lincoln, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,950grams, ISBN:9780199271269. Codice articolo 8832466
Quantità: 1 disponibili
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Arbitrage Theory in Continuous Time (Oxford Finance Series)
Da: Anybook.com, Lincoln, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,950grams, ISBN:9780199271269. Codice articolo 8498532
Quantità: 1 disponibili
Foto dell'editore
Arbitrage Theory in Continuous Time (Oxford Finance Series)
Da: Anybook.com, Lincoln, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,950grams, ISBN:9780199271269. Codice articolo 8498533
Quantità: 1 disponibili
Foto dell'editore
Arbitrage Theory in Continuous Time
Editore:
Oxford University Press, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
Antico o usato
Rilegato
Da: Anybook.com, Lincoln, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In poor condition, suitable as a reading copy. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1000grams, ISBN:9780199271269. Codice articolo 8832465
Quantità: 1 disponibili
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Arbitrage Theory in Continuous Time
Editore:
Oxford University Press, Incorporated, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
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Da: Better World Books Ltd, Dunfermline, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: Very Good. Ships from the UK. Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects. Codice articolo 52022342-20
Quantità: 1 disponibili
Foto dell'editore
Arbitrage Theory in Continuous Time
Editore:
Oxford University Press, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
Antico o usato
Rilegato
Da: Anybook.com, Lincoln, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1000grams, ISBN:9780199271269. Codice articolo 9524954
Quantità: 1 disponibili
Foto dell'editore
Arbitrage Theory in Continuous Time
Editore:
Oxford University Press, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
Antico o usato
Rilegato
Da: Anybook.com, Lincoln, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1000grams, ISBN:9780199271269. Codice articolo 9524951
Quantità: 1 disponibili
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Arbitrage Theory in Continuous Time
Editore:
Oxford University Press, USA, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
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Da: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: Good. No Jacket. Missing dust jacket; Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 3.35. Codice articolo G0199271267I3N01
Quantità: 1 disponibili