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Arbitrage Theory in Continuous Time - Tomas Bjö rk
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Tomas Bj&ouml rk:
Arbitrage Theory in Continuous Time - new book

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

New book Rheinberg-Buch.de
Ebook, Englisch, Neuware Shipping costs:Ab 20¤ Versandkostenfrei in Deutschland, Sofort lieferbar, DE. (EUR 0.00)
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(*) Book out-of-stock means that the book is currently not available at any of the associated platforms we search.
Arbitrage Theory in Continuous Time - Tomas Björk
book is out-of-stock
(*)
Tomas Björk:
Arbitrage Theory in Continuous Time - new book

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

New book Thalia.ch
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Arbitrage Theory In Continuous Time 3/e - Oxford University Press
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Oxford University Press:
Arbitrage Theory In Continuous Time 3/e - new book

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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Arbitrage Theory In Continuous Time 3/e - Bjork
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Bjork:
Arbitrage Theory In Continuous Time 3/e - new book

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

New book [GBR] Hive.co.uk
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(*) Book out-of-stock means that the book is currently not available at any of the associated platforms we search.
Arbitrage Theory in Continuous Time 3/e - Bjork
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(*)
Bjork:
Arbitrage Theory in Continuous Time 3/e - new book

2009, ISBN: 9780191572005

ID: 26130054

eBook Download (PDF), eBooks, [PU: Oxford University Press]

New book Lehmanns.de
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