Arbitrage theory in continuous time

Author(s)

• Björk, Tomas

Bibliographic Information

Arbitrage theory in continuous time

Tomas Björk

Oxford University Press, 2020

4th ed

Note

Includes bibliographical references (p. [539]-547) and index

"Oxford finance"--Dust jacket

Details

• NCID: BB2992785X
• ISBN:
  • 9780198851615
• LCCN: 2019949441
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Oxford
• Pages/Volumes: xxi, 561 p.
• Size: 24 cm
• Classification:
  • DC23 : 332.645
• Subject Headings:
  • LCSH : Arbitrage -- Mathematical models
  • LCSH : Derivative securities -- Prices -- Mathematics