Arbitrage Theory in Continuous Time (Oxford Finance) by Tomas Bjork

Arbitrage Theory in Continuous Time (Oxford Finance)



Download Arbitrage Theory in Continuous Time (Oxford Finance)




Arbitrage Theory in Continuous Time (Oxford Finance) Tomas Bjork
Language: English
Page: 546
Format: pdf
ISBN: 019957474X, 9780199574742
Publisher:

Review

Review from previous edition: "This book is one of the best of a large number of new books on mathematical and probabilistic models in finance, positioned between the books by Hull and Duffie on a mathematical scale...This is a highly reasonable book and strikes a balance between mathematical development and intuitive explanation" --Short Book Reviews

About the Author


Tomas Bj�rk 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 Associate Editor 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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