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Sinopsis
Book by Bjrk Tomas
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Críticas
"[This book] does attempt to present the main concepts of modern mathematical finance without becoming tied down in measure theoretic technicalities. In this the book, now in its second edition, succeeds reasonably well."--SIAM Review "[This book] does attempt to present the main concepts of modern mathematical finance without becoming tied down in measure theoretic technicalities. In this the book, now in its second edition, succeeds reasonably well."--SIAM Review "[This book] does attempt to present the main concepts of modern mathematical finance without becoming tied down in measure theoretic technicalities. In this the book, now in its second edition, succeeds reasonably well."--SIAM Review "[This book] does attempt to present the main concepts of modern mathematical finance without becoming tied down in measure theoretic technicalities. In this the book, now in its second edition, succeeds reasonably well."--SIAM Review " This book does attempt to present the main concepts of modern mathematical finance without becoming tied down in measure theoretic technicalities. In this the book, now in its second edition, succeeds reasonably well."--SIAM Review
Reseña del editor
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.
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- EditorialOUP Oxford
- Año de publicación2004
- ISBN 10 0199271267
- ISBN 13 9780199271269
- EncuadernaciónTapa dura
- IdiomaInglés
- Número de edición2
- Número de páginas496
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Arbitrage Theory in Continuous Time (Oxford Finance Series)
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Oxford University Press, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
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Hardcover. Condición: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Nº de ref. del artículo: S_380581193
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Arbitrage Theory in Continuous Time
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Oxford University Press, USA, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
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Hardcover. Condición: Good. No Jacket. Missing dust jacket; Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 3.35. Nº de ref. del artículo: G0199271267I3N01
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Arbitrage Theory in Continuous Time
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ISBN 10: 0199271267
ISBN 13: 9780199271269
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Arbitrage Theory in Continuous Time
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Oxford University Press, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
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Arbitrage Theory in Continuous Time
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ISBN 10: 0199271267
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Librería: Anybook.com, Lincoln, Reino Unido
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Condición: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In poor condition, suitable as a reading copy. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1000grams, ISBN:9780199271269. Nº de ref. del artículo: 8832468
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Arbitrage Theory in Continuous Time (Oxford Finance Series)
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Condición: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,950grams, ISBN:9780199271269. Nº de ref. del artículo: 8498533
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Arbitrage Theory in Continuous Time (Oxford Finance Series)
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Condición: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,950grams, ISBN:9780199271269. Nº de ref. del artículo: 8498532
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Arbitrage Theory in Continuous Time
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ISBN 10: 0199271267
ISBN 13: 9780199271269
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Librería: Anybook.com, Lincoln, Reino Unido
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Condición: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,950grams, ISBN:9780199271269. Nº de ref. del artículo: 8832466
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Arbitrage Theory in Continuous Time
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ISBN 13: 9780199271269
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Arbitrage Theory in Continuous Time
Publicado por
Oxford University Press, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
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Librería: Anybook.com, Lincoln, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1000grams, ISBN:9780199271269. Nº de ref. del artículo: 9524951
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