Arbitrage Theory in Continuous Time
Language: en
Pages: 600
Authors: Tomas Björk
Categories: Business & Economics
Type: BOOK - Published: 2009-08-06 - Publisher: OUP Oxford

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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 principl
Arbitrage Theory in Continuous Time
Language: en
Pages: 552
Authors: Tomas Björk
Categories: Business & Economics
Type: BOOK - Published: 2009-08-06 - Publisher: OUP Oxford

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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 principl
Arbitrage Theory in Continuous Time
Language: en
Pages: 584
Authors: Tomas Bjork
Categories: Arbitrage
Type: BOOK - Published: 2020-01-16 - Publisher: Oxford University Press, USA

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The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to co
The Economics of Continuous-Time Finance
Language: en
Pages: 641
Authors: Bernard Dumas
Categories: Business & Economics
Type: BOOK - Published: 2017-10-27 - Publisher: MIT Press

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An introduction to economic applications of the theory of continuous-time finance that strikes a balance between mathematical rigor and economic interpretation
Continuous-Time Asset Pricing Theory
Language: en
Pages: 470
Authors: Robert A. Jarrow
Categories: Business & Economics
Type: BOOK - Published: 2021-07-30 - Publisher: Springer Nature

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Asset pricing theory yields deep insights into crucial market phenomena such as stock market bubbles. Now in a newly revised and updated edition, this textbook