Arbitrage theory in continuous time

Author(s)

• Björk, Tomas

Bibliographic Information

Arbitrage theory in continuous time

Tomas Björk

Oxford University Press, 2009

3rd ed

• : hbk

Note

"Oxford finance"--Jacket

Includes bibliographical references (p. [514]-520) and index

Details

• NCID: BA9101123X
• ISBN:
  • 9780199574742
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Oxford
• Pages/Volumes: xx, 525 p.
• Size: 24 cm
• Classification:
  • DC22 : 332.645
• Subject Headings:
  • LCSH : Arbitrage -- Mathematical models
  • LCSH : Derivative securities -- Prices -- Mathematics