Arbitrage Theory in Continuous Time
1693 Kč 1 746 Kč
Sleva až 70% u třetiny knih
This accessible introduction to the mathematical underpinnings of finance concentrates on the probabilistic theory of continuous arbitrage pricing of financial derivatives. It includes a solved example for every new technique presented, numerous exercises, and a Further Reading list in each chapter.
Autor: | Bjork, Tomas |
Nakladatel: | Oxford University Press |
ISBN: | 9780199574742 |
Rok vydání: | 2009 |
Jazyk : | Angličtina |
Vazba: | Hardback |
Počet stran: | 560 |
Mohlo by se vám také líbit..
-
Arbitrage Theory in Continuous Time
Bjork, Tomas
-
Environmental Economics: A Very Shor...
Smith, Stephen
-
No Shortcuts
McAlevey, Jane F. (Post Doctoral Fellow, Labor and Worklife Program, Harvard Law School)
-
An Introduction to Quantitative Finance
Blyth, Stephen (Professor of the Practice of Statistics and Managing Director of Harvard Management Company, Harvard Uni
-
Oxford IB Skills and Practice: Econo...
Ziogas, Constantine
-
Economics Study Guide: Oxford IB Dip...
Ziogas, Constantine
-
Public Finance and Public Choice
Cullis, John G. (Reader in Economics, Centre for Development Studies, University of Bath); Jones, Philip (Professor of E
-
Methods for the Economic Evaluation ...
Drummond Michael
-
Introduction to Accounting
Scott, Peter
-
The Oxford Handbook of Innovation
-
Book Parts
-
Framing the Early Middle Ages
Chris Wickham
-
The Epistemology of Groups
Lackey, Jennifer
-
Reassembling Social Security
Mesa-Lago, Carmelo (Distinguished Service Professor Emeritus of Economics and Latin American Studies, University of Pitt
-
Does Foreign Aid Really Work?
Riddell, Roger C. (Non-Executive Director, Oxford Policy Management, and Principal, The Policy Practice)
-
Introduction to Environmental Economics
Hanley, Nick (Professor of Environmental Economics, University of Stirling); Shogren, Jason (Stroock Distinguished Profe