Arbitrage theory in continuous time
by
 
Bjork, Tomas.

Title
: 
Arbitrage theory in continuous time

Author
: 
Bjork, Tomas.

ISBN
: 
9780199574742

Personal Author
: 
Bjork, Tomas.

Edition
: 
3rd ed.

Publication Information
: 
Oxford ; New York : Oxford University Press, 2009.

Physical Description
: 
xx, 525 p. : ill. ; 25 cm.

Series
: 
Oxford finance

Series Title
: 
Oxford finance

General Note
: 
Previous ed.: 2004.

Subject Term
: 
Arbitrage -- Mathematical models.
 
Derivative securities -- Prices -- Mathematics.


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAGeneral Books33168025508397332.645 B626A 20091