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ISBN: 9780191572005

ID: 9780191572005

The third 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 the martingale approach to optimal investment problems, optimal stopping theory with applications to American options, and positive interest models and their connection to potential theory and stochastic discount factors. More advanced areas of study are clearly marked to help students and teachers use the book as it suits their needs. Arbitrage Theory in Continuous Time: The third 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 the martingale approach to optimal investment problems, optimal stopping theory with applications to American options, and positive interest models and their connection to potential theory and stochastic discount factors. More advanced areas of study are clearly marked to help students and teachers use the book as it suits their needs., OUP Oxford

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Ebook, Englisch, Neuware Shipping costs:Ab 20¤ Versandkostenfrei in Deutschland, Sofort lieferbar, DE. (EUR 0.00)
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ISBN: 9780191572005

ID: 125939365

The third 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 the martingale approach to optimal investment problems, optimal stopping theory with applications to American options, and positive interest models and their connection to potential theory and stochastic discount factors. More advanced areas of study are clearly marked to help students and teachers use the book as it suits their needs. Arbitrage Theory in Continuous Time eBook eBooks>Fremdsprachige eBooks>Englische eBooks>Sach- & Fachthemen>Wirtschaft, OUP Oxford

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2009, ISBN: 9780191572005

ID: 5543736

This accessible introduction to the mathematical underpinnings of finance concentrates on the probabilistic theory of continuous arbitrage pricing of financial derivatives. It includes a solved example for every new technique presented, numerous exercises, and a Further Reading list in each chapter. eBooks, Science & Geography~~Mathematics~~Applied Mathematics, Arbitrage Theory In Continuous Time 3/e~~EBook~~9780191572005~~Bjork, , Arbitrage Theory In Continuous Time 3/e, Bjork, 9780191572005, Oxford University Press, 08/06/2009, , , , Oxford University Press

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ISBN: 9780191572005

This accessible introduction to the mathematical underpinnings of finance concentrates on the probabilistic theory of continuous arbitrage pricing of financial derivatives. It includes a solved example for every new technique presented, numerous exercises, and a Further Reading list in each chapter. eBooks Science & Geography~~Mathematics~~Applied Mathematics Arbitrage Theory In Continuous Time 3/e~~EBook~~9780191572005~~Bjork Arbitrage Theory In Continuous Time 3/e

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** Details of the book - Arbitrage Theory in Continuous Time 3 e**

EAN (ISBN-13): 9780191572005

Publishing year: 2009

Publisher: Oxford University Press

Book in our database since 08.06.2007 13:25:39

Book found last time on 25.02.2017 10:16:23

ISBN/EAN: 9780191572005

ISBN - alternate spelling:

978-0-19-157200-5

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