This accessible introduction to the mathematical underpinnings of finance concentrates on the probabilistic theory of continuous arbitrage pricing of financial derivatives, including stochastic optimal theory, and Merton's fund separation theory. It includes a solved example for every new technique presented, numerous exercises and a Further Reading List in each chapter. This new edition includes new chapters on measure theory, probability theory, Girsanov transformations, the LIBOR and Swap Market Models and martingale ...
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This accessible introduction to the mathematical underpinnings of finance concentrates on the probabilistic theory of continuous arbitrage pricing of financial derivatives, including stochastic optimal theory, and Merton's fund separation theory. It includes a solved example for every new technique presented, numerous exercises and a Further Reading List in each chapter. This new edition includes new chapters on measure theory, probability theory, Girsanov transformations, the LIBOR and Swap Market Models and martingale representations.
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Add this copy of Arbitrage Theory in Continuous Time (Oxford Finance to cart. $113.57, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2020 by Oxford University Press.
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New. Oxford Finance Series . Intended for college/higher education audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
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