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000921724 020__ $$a9780191886218 $$q(electronic book) 
000921724 035__ $$a(StDuBDS)EDZ0002156635
000921724 040__ $$aStDuBDS$$beng$$cStDuBDS$$erda$$epn
000921724 050_0 $$aHG4521$$b.B5 2020
000921724 08204 $$a332.645$$223
000921724 1001_ $$aBjörk, Tomas,$$eauthor.
000921724 24510 $$aArbitrage theory in continuous time /$$cTomas Björk.
000921724 250__ $$aFourth edition.
000921724 264_1 $$aOxford :$$bOxford University Press,$$c2020.
000921724 300__ $$a1 online resource :$$billustrations.
000921724 336__ $$atext$$2rdacontent
000921724 336__ $$astill image$$2rdacontent
000921724 337__ $$acomputer$$2rdamedia
000921724 338__ $$aonline resource$$2rdacarrier
000921724 4901_ $$aOxford scholarship online
000921724 504__ $$aIncludes bibliographical references and index.
000921724 506__ $$aAccess limited to authorized users.
000921724 5208_ $$aThis 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.
000921724 521__ $$aSpecialized.
000921724 588__ $$aDescription based on online resource; title from home page (viewed on January 17, 2020).
000921724 650_0 $$aArbitrage.
000921724 650_0 $$aArbitrage$$xMathematical models.
000921724 77608 $$iPrint version: $$z9780198851615
000921724 830_0 $$aOxford scholarship online.
000921724 85280 $$bebk$$hOxford Scholarship Online
000921724 85640 $$3Oxford scholarship online$$uhttps://univsouthin.idm.oclc.org/login?url=https://dx.doi.org/10.1093/oso/9780198851615.001.0001$$zOnline Access
000921724 909CO $$ooai:library.usi.edu:921724$$pGLOBAL_SET
000921724 980__ $$aEBOOK
000921724 980__ $$aBIB
000921724 982__ $$aEbook
000921724 983__ $$aOnline