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. No dust jacket. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,950grams, ISBN:0199271267.

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Dati bibliografici

Titolo

Arbitrage Theory in Continuous Time

Editore

Oxford University Press

Data di pubblicazione

2004

Lingua

Inglese

ISBN 10

0199271267

ISBN 13

9780199271269

Rilegatura

Rilegato

Edizione

seconda edizione

Condizione

Good

Peso

950 grammi

Cataloghi dei venditori

Mathematics

Descrizione articolo

Riassunto

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.

Product Description

Book by Bjrk Tomas

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Descrizione libreria

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