EBOOK Arbitrage Theory in Continuous Time -

EBOOK Arbitrage Theory in Continuous Time
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Wydawnictwo: Oxford University Press
ISBN: 9780191610295
EAN: 84CDE388EB
Format: 0,0 x 0,0 x 0,0
Oprawa: ...
Stron: 552
Data wydania: 2009
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The third edition of this popular introduction to the classical underpinnings of        the mathematics behind finance continues to combine sound mathematical principles        with economic applications.Concentrating on the probabilistic theory of continuous        arbitrage pricing of financial derivatives, including stochastic optimal control        theory and Merton's fund separation theory, the book is designed for graduate        students and combines necessary mathematical background with a solid economic focus.          It includes a solved example for every new technique presented, contains numerous        exercises, and suggests further reading in each chapter.In this substantially        extended new edition Bjork has added separate and complete chapters on the        martingale approach to optimal investment problems, optimal stopping theory with        applications to American options, and positive interest models and their connection        to potential theory and stochastic discount factors.More advanced areas of study are        clearly marked to help students and teachers use the book as it suits their        needs.

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