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Arbitrage Theory in Continuous Timeby Tomas Björk

✍ Scribed by Review by: Anja Sturm

Book ID: 124951976
Publisher: Society for Industrial and Applied Mathematics
Year: 2001
Tongue: English
Weight: 528 KB
Volume: 43
Category: Article
ISSN: 0036-1445
DOI: 10.2307/3649785

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The second edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sounds mathematical principles with economic applications. Concentrating on the probabilistics theory of continuous arbitrage pricing of financial derivatives, inclu