Articles liés à Arbitrage Theory in Continuous Time
Synopsis
The second edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sound mathematical principles with economic applications. Concentrating on the probabilistic 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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- ÉditeurOxford University Press
- Date d'édition2004
- ISBN 10 0199271267
- ISBN 13 9780199271269
- ReliureRelié
- Langueanglais
- Numéro d'édition2
- Nombre de pages496
- Coordonnées du fabricantnon disponible
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Arbitrage Theory in Continuous Time
Edité par
Oxford University Press, 2005
ISBN 10 : 0199271267
ISBN 13 : 9780199271269
Ancien ou d'occasion
Couverture rigide
Vendeur : Anybook.com, Lincoln, Royaume-Uni
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Etat : 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 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. N° de réf. du vendeur 8850462
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Arbitrage Theory in Continuous Time (Oxford Finance Series)
Edité par
Oup Oxford, 2004
ISBN 10 : 0199271267
ISBN 13 : 9780199271269
Ancien ou d'occasion
Couverture rigide
Vendeur : Anybook.com, Lincoln, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : 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. N° de réf. du vendeur 8498533
Quantité disponible : 1 disponible(s)
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Arbitrage Theory in Continuous Time (Oxford Finance Series)
Edité par
Oup Oxford, 2004
ISBN 10 : 0199271267
ISBN 13 : 9780199271269
Ancien ou d'occasion
Couverture rigide
Vendeur : Anybook.com, Lincoln, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : 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. N° de réf. du vendeur 8498532
Quantité disponible : 1 disponible(s)
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Arbitrage Theory in Continuous Time
Edité par
Oxford University Press, 2004
ISBN 10 : 0199271267
ISBN 13 : 9780199271269
Ancien ou d'occasion
Couverture rigide
Vendeur : Anybook.com, Lincoln, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : 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. N° de réf. du vendeur 8832468
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Arbitrage Theory in Continuous Time
Edité par
Oxford University Press, 2004
ISBN 10 : 0199271267
ISBN 13 : 9780199271269
Ancien ou d'occasion
Couverture rigide
Vendeur : Anybook.com, Lincoln, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : 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. N° de réf. du vendeur 8832465
Quantité disponible : 1 disponible(s)
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Arbitrage Theory in Continuous Time
Edité par
Oxford University Press, 2004
ISBN 10 : 0199271267
ISBN 13 : 9780199271269
Ancien ou d'occasion
Couverture rigide
Vendeur : Anybook.com, Lincoln, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : 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. N° de réf. du vendeur 8832466
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Arbitrage Theory in Continuous Time
Edité par
Oxford University Press, Incorporated, 2004
ISBN 10 : 0199271267
ISBN 13 : 9780199271269
Ancien ou d'occasion
Couverture rigide
Vendeur : Better World Books Ltd, Dunfermline, Royaume-Uni
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Etat : Very Good. Ships from the UK. Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects. N° de réf. du vendeur 52022342-20
Quantité disponible : 1 disponible(s)
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Arbitrage Theory in Continuous Time
Edité par
Oxford University Press, 2004
ISBN 10 : 0199271267
ISBN 13 : 9780199271269
Ancien ou d'occasion
Couverture rigide
Vendeur : Anybook.com, Lincoln, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : 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. N° de réf. du vendeur 9524954
Quantité disponible : 1 disponible(s)
Image d'archives
Arbitrage Theory in Continuous Time
Edité par
Oxford University Press, 2004
ISBN 10 : 0199271267
ISBN 13 : 9780199271269
Ancien ou d'occasion
Couverture rigide
Vendeur : Anybook.com, Lincoln, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : 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. N° de réf. du vendeur 9524951
Quantité disponible : 1 disponible(s)
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Arbitrage Theory in Continuous Time
Edité par
Oxford University Press, USA, 2004
ISBN 10 : 0199271267
ISBN 13 : 9780199271269
Ancien ou d'occasion
Couverture rigide
Vendeur : ThriftBooks-Atlanta, AUSTELL, GA, Etats-Unis
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Hardcover. Etat : Good. No Jacket. Missing dust jacket; Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 3.35. N° de réf. du vendeur G0199271267I3N01
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