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

Arbitrage Theory In Continuous Time - 3rd edition

by Rumu Sarkar

Arbitrage Theory In Continuous Time (ISBN10: 019957474X; ISBN13: 9780199574742)
ISBN13: 978-0199574742
ISBN10: 019957474X

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: 3RD 09
Cover: Hardback
Publisher: Oxford University Press
Published: 10/04/2009

List Price: $85.00
Used $45.31
Used
Save $39.69 (47%)
  • FREE shipping over $25
  • In stock
  • 30-day returns
Condition:
Order this book in the next 9 hours and 32 minutes and it ships by Noon CT today!
New  Currently Sold Out
Rental $40.99
Due back 08/16/2013
Marketplace sellers starting at $45.31

More prices and sellers 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 (31)  |  New (24)  |  Like New (1)  |  Very Good (3)  |  Good (1)  |  Acceptable (2)

Price
 
Condition
Seller
Comments
$45.31
FREE! s/h

Very Good
Textbooks.com
Columbia, MO
Ships Ground DIRECTLY from Textbooks.com for FREE! Very good condition (Certified Used). Trackable expedited shipping options available.
$45.31
+$3.99 s/h
Add
VeryGood
Textbookcenter.com
Columbia, MO
Seller Rating: 4.63
Ships same day or next business day! UPS expedited shipping available (Priority Mail for AK/HI/APO/PO Boxes). Used sticker & some writing and/or highlighting. Used books may not include working access ...show more code or dust jacket ...show less
$73.72
+$3.99 s/h
Add
VeryGood
cornerbookstore
Irvine, CA
Seller Rating: 4.48
019957474X Brand New Item! US Edition! Perfect Condition! Ships from US!! Tracking # available! We accept PO Box/ APO/FPO/ PUERTO RICO address!
$78.45
+$3.99 s/h
Add
VeryGood
Melodybookstore
Irvine, CA
Seller Rating: 4.5
Hardcover Very Good 019957474X Brand New Item! US Edition! Perfect Condition! Ships from US! ! Tracking # available! We accept PO Box/ APO/FPO/ PUERTO RICO address!
Page:   1  
Close
Close
Close