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Arbitrage theory in continuous time / Tomas Björk.
Material type:
TextReference number:cou140000704Series: Oxford financePublication details: Oxford ; New York : Oxford University Press, 2009. Edition: 3rd edDescription: xx, 525 p. : ill. ; 25 cmISBN: 9780199574742; 019957474XSubject(s): Arbitrage -- Mathematical models | Derivative securities -- Mathematical modelsDDC classification: 332.64/5 LOC classification: HG6024.A3 | B567 2009
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Main Library General Shelves | HG6024.A3 B567 (Browse shelf(Opens below)) | 1 | Available | 2000000119 |
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| HG5993 .F558 Financial markets volatility and performance in emerging markets / | HG6024.A3 A9226 Trading options at expiration : | HG6024.A3 B45 Exotic derivatives and risk : | HG6024.A3 B567 Arbitrage theory in continuous time / | HG6024.A3 C46 Structured credit products : | HG6024.A3 C647 Volatile markets made easy : | HG6024.A3 C73 Cram101 textbook outlines to accompany Fundamentals of futures and options markets - text only, John C. Hull, 6th edition. |
Includes bibliographical references (p. [514]-520) and index.
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