Arbitrage theory in continuous time / Tomas Björk.
2020
HG4521 .B5 2020
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Details
Title
Arbitrage theory in continuous time / Tomas Björk.
Author
Edition
Fourth edition.
ISBN
9780191886218 (electronic book)
Published
Oxford : Oxford University Press, 2020.
Language
English
Description
1 online resource : illustrations.
Call Number
HG4521 .B5 2020
Dewey Decimal Classification
332.645
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.
Note
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.
Bibliography, etc. Note
Includes bibliographical references and index.
Access Note
Access limited to authorized users.
Audience
Specialized.
Source of Description
Description based on online resource; title from home page (viewed on January 17, 2020).
Series
Oxford scholarship online.
Available in Other Form
Print version: 9780198851615
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