Arbitrage theory in continuous time / Tomas Björk.
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.
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| Online Access: |
Full Text (via Oxford Scholarship Online) |
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| Main Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Oxford :
Oxford University Press,
2020.
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| Edition: | Fourth edition. |
| Series: | Oxford scholarship online.
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| Subjects: |
Internet
Full Text (via Oxford Scholarship Online)Online
| Call Number: |
HG4521 .B5 2020
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| HG4521 .B5 2020 | Available |