Arbitrage Theory in Continuous Time (Oxford Finance)

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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.

Product details

EAN/ISBN:: 9780199574742
Edition:: 3rd edition.
Medium:: Bound edition
Number of pages:: 525
Publication date:: 2009-08-06
Publisher:: Oxford University Press
Languages:: english

EAN/ISBN:: 9780199574742
Edition:: 3rd edition.
Medium:: Bound edition
Number of pages:: 525
Publication date:: 2009-08-06
Publisher:: Oxford University Press
Languages:: english

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