Arbitrage Theory in Continuous Time - Tomas Björk

Arbitrage Theory in Continuous Time

By Tomas Björk

  • Release Date: 2009-08-06
  • Genre: Economie
  • Size: 64.66 MB

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Description

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.

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