Arbitrage theory in continuous time/

Bjork, Tomas.

Arbitrage theory in continuous time/ Tomas Bjork. - 3rd ed. - New York; Oxford: Oxford University Press, 2009. - xx, 525 p.: ill.; 25 cm. - Oxford finance . - Oxford finance. .

Includes bibliographical references (p. [514]-520) and index.

9780199574742 (hbk.) 019957474X (hbk.)

GBA966703 bnb


Arbitrage--Mathematical models.
Derivative securities--Prices--Mathematics.
Theorie.

332.645 / B626a
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