Arbitrage theory in continuous time

Author(s)

• Björk, Tomas

Bibliographic Information

Arbitrage theory in continuous time

Tomas Björk

Oxford University Press, 1998

Note

Includes bibliography (p. [303]-307) and index

Details

• NCID: BA38575858
• ISBN:
  • 0198775180
• LCCN: 99185339
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Oxford ; New York
• Pages/Volumes: xii, 311 p
• Size: 24 cm
• Classification:
  • NDC9 : 338.01
  • DC21 : 332.645
  • LCC : HG6024.A3
• Subject Headings:
  • LCSH : Arbitrage
  • LCSH : Arbitrage -- Mathematical models
  • LCSH : Arbitrage -- Problems, exercises, etc
  • LCSH : Arbitrage -- Mathematical models -- Problems, exercises, etc
  • LCSH : Derivative securities -- Mathematical models