Arbitrage Theory in Continuous Time/ Tomas, Bjork
United Kingdom: Oxford University Press, c2020Edition: fourth editionDescription: xxi, 561 pagesContent type:- text
- unmediated
- volume
- 9780198851615
| Cover image | Item type | Current library | Home library | Collection | Shelving location | Call number | Materials specified | Vol info | URL | Copy number | Status | Notes | Date due | Barcode | Item holds | Item hold queue priority | Course reserves | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Books
|
ZEGU Main Library Open Shelves | HG6024 BJO 2020 (Browse shelf(Opens below)) | Available | BK0020671 |
Includes index.
This text provides an accessible introduction to the classical mathematical underpinnings of modern finance. Professor Bjo rk concentrates on the probabilistic theory of continuous arbitrage pricing of financial derivatives.
There are no comments on this title.
Log in to your account to post a comment.
