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 to cart. $7.17, fair condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1998 by Oxford University Press.
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Seller's Description:
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, 700grams, ISBN: 9780198775188.
Add this copy of Arbitrage Theory in Continuous Time to cart. $13.98, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1999 by Oxford University Press.
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Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Arbitrage Theory in Continuous Time to cart. $104.88, new condition, Sold by GridFreed rated 5.0 out of 5 stars, ships from North Las Vegas, NV, UNITED STATES, published 1999 by Oxford University Press.
Add this copy of Arbitrage Theory in Continuous Time to cart. $46.15, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1999 by Oxford University Press.
