The third 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 ...
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The third 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 the martingale approach to optimal investment problems, optimal stopping theory with applications to American options, and positive interest models and their connection to potential theory and stochastic discount factors. 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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Add this copy of Arbitrage Theory in Continuous Time to cart. $49.70, good condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2009 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 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, 1050grams, ISBN: 9780199574742.
Add this copy of Arbitrage Theory in Continuous Time to cart. $66.58, good condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2009 by Oxford University Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
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 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: 9780199574742.
Add this copy of Arbitrage Theory in Continuous Time (Oxford Finance to cart. $32.76, good condition, Sold by Orion Tech rated 5.0 out of 5 stars, ships from Arlington, TX, UNITED STATES, published 2009 by Oxford University Press.
Add this copy of Arbitrage Theory in Continuous Time (Oxford Finance to cart. $70.98, new condition, Sold by Low Cost Textbooks rated 5.0 out of 5 stars, ships from Gainesville, GA, UNITED STATES, published 2009 by Oxford University Press, USA.
Add this copy of Arbitrage Theory in Continuous Time (Oxford Finance to cart. $80.64, good condition, Sold by TEXTSHUB rated 5.0 out of 5 stars, ships from Franklin Lakes, NJ, UNITED STATES, published 2009 by Oxford University Press.
Add this copy of Arbitrage Theory in Continuous Time (3rd Edition) to cart. $43.99, very good condition, Sold by The Mighty Book rated 4.0 out of 5 stars, ships from Portland, OR, UNITED STATES, published 2009 by Oxford University Press, USA.
Add this copy of Arbitrage Theory in Continuous Time (Oxford Finance to cart. $69.15, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2009 by Oxford University Press.
