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Arbitrage Theory in Continuous Time (Oxford Finance Series) - Hardcover

Bjork, Tomas

 
9780199271269: Arbitrage Theory in Continuous Time (Oxford Finance Series)

Inhaltsangabe

This accessible introduction to the mathematical underpinnings of finance concentrates on the probabilistic theory of continuous arbitrage pricing of financial derivatives, including stochastic optimal theory, and Merton's fund separation theory.

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