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Synopsis
The second edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sounds mathematical principles with economic applications. Concentrating on the probabilistics theory of continuous arbitrage pricing of financial derivatives, including stochastic optimal control theory and Merton's fund separation theory, the book is designed for graduate students and combines necessary mathematical background with a solid economic focus. It includes a solved example for every new technique presented, contains numerous exercises and suggests further reading in each chapter. In this substantially extended new edition, Bjork has added separate and complete chapters on measure theory, probability theory, Girsanov transformations, LIBOR and swap market models, and martingale representations, providing two full treatments of arbitrage pricing: the classical delta-hedging and the modern martingales. More advanced areas of study are clearly marked to help students and teachers use the book as it suits their needs.
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About the Author
Tomas Björk is Professor of Mathematical Finance at the Stockholm School of Economics. His background is in probability theory and he was formerly at the Mathematics Department of the Royal Institute of Technology in Stockholm. He is co-editor of Mathematical Finance and is on the editorial board of Finance and Stochastics. He has published numerous journal articles on mathematical finance in general, and in particular on interest rate theory.
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Arbitrage Theory in Continuous Time (Oxford Finance Series)
Seller: Anybook.com, Lincoln, United Kingdom
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Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,950grams, ISBN:9780199271269. Seller Inventory # 8498533
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Arbitrage Theory in Continuous Time (Oxford Finance Series)
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,950grams, ISBN:9780199271269. Seller Inventory # 8498532
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Arbitrage Theory in Continuous Time
Published by
Oxford University Press, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
Used
Hardcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In poor condition, suitable as a reading copy. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1000grams, ISBN:9780199271269. Seller Inventory # 8832465
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Arbitrage Theory in Continuous Time
Published by
Oxford University Press, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
Used
Hardcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In poor condition, suitable as a reading copy. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1000grams, ISBN:9780199271269. Seller Inventory # 8832468
Quantity: 1 available
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Arbitrage Theory in Continuous Time
Published by
Oxford University Press, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
Used
Hardcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,950grams, ISBN:9780199271269. Seller Inventory # 8832466
Quantity: 1 available
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Arbitrage Theory in Continuous Time
Published by
Oxford University Press, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
Used
Hardcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1000grams, ISBN:9780199271269. Seller Inventory # 9524951
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Arbitrage Theory in Continuous Time
Published by
Oxford University Press, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
Used
Hardcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1000grams, ISBN:9780199271269. Seller Inventory # 9524954
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Arbitrage Theory in Continuous Time
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Arbitrage Theory in Continuous Time
Published by
Oxford University Press, USA, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
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Hardcover
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