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    Arbitrage Theory in Continuous Time (Oxford Finance)

     
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    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
    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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