Arbitrage Theory in Continuous Time (Oxford Finance)

Description

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
Manufacturer:: Unknown

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

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