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Arbitrage Theory in Continuous Time | 3rd edition

by Tomas Bjork

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Publisher Oxford University Press
Language English
Book type Paperback
Utgiven 2009-08-06
Edition 3
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Pages 552
ISBN 9780199574742
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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. (Oxford)
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