|Mirror [#1]||Arbitrage Theory in Continuous Time.pdf||21,773 KB/Sec|
|Mirror [#2]||Arbitrage Theory in Continuous Time.pdf||42,639 KB/Sec|
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This accessible introduction to the mathematical underpinnings of finance concentrates on the probabilistic theory of continuous arbitrage pricing of financial derivatives. It includes a solved example for every new technique presented, numerous exercises, and a Further Reading list in each chapter.