Buy Textbooks  |  Rent Textbooks  |  Sell Textbooks  |  eTextbooks
Help  |  Questions? 1-877-292-6442
Hello, Sign In
Your Account
0

Arbitrage Theory in Continuous Time - 2nd edition

Arbitrage Theory in Continuous Time (ISBN10: 0199271267; ISBN13: 9780199271269)
ISBN13: 978-0199271269
ISBN10: 0199271267

Summary: 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, 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 ...show more 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. ...show less

Edition/Copyright: 2ND 04
Cover: Hardback
Publisher: Oxford University Press
Published: 05/06/2004
International: No

Other Editions of Arbitrage Theory in Continuous Time:


List Price: $110.00
Used $9.39
Used
Save $100.61 (91%)
  • FREE shipping over $25
  • In stock
  • 30-day returns
Condition:
Order this book in the next 1 days, 17 hours and 34 minutes and it ships by Noon CT Monday!
New  Currently Sold Out
Marketplace sellers starting at $9.39

11 more offers below.

The Marketplace on Textbooks.com
Additional Sellers for Arbitrage Theory in Continuous Time
Just for you, we curate a growing list of independent booksellers, giving you even MORE choices when shopping for your textbooks.
Keep in mind: Marketplace orders do NOT qualify for free shipping. More about the MarketplaceMore about the Marketplace

Filter by:   All (11)  |  New (3)  |  Like New (1)  |  Very Good (4)  |  Good (3)

Price
 
Condition
Seller
Comments
$152.20
+$3.99 s/h
Add marketplace to your cart
LikeNew
Books Revisited
Chatham, NJ
Seller Rating: 4.54
As new.
Page:   1  
Close
Close
Close