Arbitrage Theory in Continuous Time

Auteur: Bjork, Tomas (Professor of Mathematical Finance, Professor of Mathematical Finance, Department of Finance, Stockholm School of Economics)
Editeur: Oxford University Press
The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to combine sound mathematical principles with economic applications.
Sur commande
The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to combine sound mathematical principles with economic applications.
ISBN / EAN 9780198851615
Auteur Bjork, Tomas (Professor of Mathematical Finance, Professor of Mathematical Finance, Department of Finance, Stockholm School of Economics)
Editeur Oxford University Press