This book gives a comprehensive account of the arbitrage theory of financial derivatives in a mathematical..."> This book gives a comprehensive account of the arbitrage theory of financial derivatives in a mathematical..."/>
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Arbitrage theory in continuous time

This book gives a comprehensive account of the arbitrage theory of financial derivatives in a mathematically precise way, but without the explicit use of abstract measure theory. It is aimed at graduate students and practitioners in economics, but will also be of interest to mathematicians and researchers in finance. The text is heavily orientated towards concrete computations and practical handling of stochastic differential equations, in their economic applications as well as in their purely mathematical context. The reader will find numerous worked-out examples as well as a large number of exercises.

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Location name is not set (2B) 332.645 BJO A
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Series Title
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Call Number
332.645 BJO A
Publisher
New York : Kompas.,
Collation
xii, 311 hlm. : ilus. , 24 cm.
Language
English
ISBN/ISSN
0-19-877518-0
Classification
332.645
Content Type
-
Media Type
-
Carrier Type
-
Edition
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Subject(s)
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Specific Detail Info
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