Trade in Yours
For a £15.40 Gift Card
Trade in
Have one to sell? Sell yours here
Tell the Publisher!
I’d like to read this book on Kindle

Don't have a Kindle? Get your Kindle here, or download a FREE Kindle Reading App.

Arbitrage Theory in Continuous Time (Oxford Finance Series) [Hardcover]

Tomas Björk
5.0 out of 5 stars  See all reviews (4 customer reviews)

Available from these sellers.


‹  Return to Product Overview

Inside This Book (Learn More)
First Sentence
The main project in this book consists in studying theoretical pricing models for those financial assets which are known as financial derivatives. Read the first page
Browse Sample Pages
Front Cover | Copyright | Table of Contents | Excerpt | Index
Search inside this book:

Concordance (Learn More)
These are the most frequently used words in this book.
above  arbitrage  asset  assume  assumption  bond  call  case  chapter  claim  condition  consider  contract  define  defined  definition  denote  derivative  deterministic  ds  dt  dw  dynamics  equation  example  exercise  exists  fact  first  fixed  following  follows  form  formula  forward  free  ft  function  general  given  gives  hold  integral  interest  interval  let  market  martingale  may  means  measure  model  neutral  note  now  number  obtain  option  order  particular  point  portfolio  price  pricing  probability  problem  process  proof  proposition  prove  rate  result  risk  section  see  set  short  show  simple  since  solution  space  standard  stochastic  stock  terms  theorem  thus  time  two  underlying  use  value  variable  vector  volatility  wiener  write  xt  zero 
‹  Return to Product Overview