Arbitrage Theory in Continuous Time (Oxford Finance Series) pdf epub mobi txt 電子書下載 2025

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Tomas Bjork

Oxford University Press, USA

2004-05-06

496

USD 110.00

Hardcover

9780199271269

圖書標籤: finance 金融 quant 金融工程數學 math 經濟學 quantitative

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发表于2025-02-08

Arbitrage Theory in Continuous Time (Oxford Finance Series) epub 下載 mobi 下載 pdf 下載 txt 電子書下載 2025

Arbitrage Theory in Continuous Time (Oxford Finance Series) pdf epub mobi txt 電子書下載 2025

圖書描述

The second 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 measure theory, probability theory, Girsanov transformations, LIBOR and swap market models, and martingale representations, providing two full treatments of arbitrage pricing: the classical delta-hedging and the modern martingales. More advanced areas of study are clearly marked to help students and teachers use the book as it suits their needs.

Arbitrage Theory in Continuous Time (Oxford Finance Series) 下載 mobi epub pdf txt 電子書