| Arbitrage Theory in Continuous Time (Oxford Finance S.) |  | Author: Tomas Bjï¿1/2rk
Publisher: Oxford University Press, USA
Category: Book
List Price: $110.00
Buy New: $60.15
as of 2/8/2012 23:05 CST details
You Save: $49.85 (45%)
New (12) Used (28) from $60.15
Seller: Paper_Tiger_Books
Sales Rank: 513,552
Languages: English (Unknown), English (Original Language), English (Published)
Media: Hardcover
Edition: 2
Pages: 488
Number Of Items: 1
Shipping Weight (lbs): 1.9
Dimensions (in): 9.3 x 6.3 x 1.3
ISBN: 0199271267
EAN: 9780199271269
ASIN: 0199271267
Publication Date: May 6, 2004
Availability: Usually ships in 1-2 business days
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Product Description
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 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.
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