Arbitrage Theory in Continuous Time (Oxford Finance Series) 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Tomas Bjork 作者

Oxford University Press, USA

译者

2004-05-06 出版日期

496 页数

USD 110.00 价格

Hardcover

丛书系列

9780199271269 图书编码

Arbitrage Theory in Continuous Time (Oxford Finance Series) 在线电子书图书标签: finance 金融 quant 金融工程数学 math 经济学 quantitative

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发表于2024-05-19

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Arbitrage Theory in Continuous Time (Oxford Finance Series) 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Arbitrage Theory in Continuous Time (Oxford Finance Series) 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

Arbitrage Theory in Continuous Time (Oxford Finance Series) 在线电子书用户评价

评分☆☆☆☆☆

适合数学/物理背景的人读，注重数学理论的培养

评分☆☆☆☆☆

不咋地，其实

评分☆☆☆☆☆

不咋地，其实

评分☆☆☆☆☆

适合数学/物理背景的人读，注重数学理论的培养

评分☆☆☆☆☆

I have used this book, it is very user friendly and easy to go through even without maths background

Arbitrage Theory in Continuous Time (Oxford Finance Series) 在线电子书著者简介

Arbitrage Theory in Continuous Time (Oxford Finance Series) 在线电子书图书目录

Arbitrage Theory in Continuous Time (Oxford Finance Series) 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Arbitrage Theory in Continuous Time (Oxford Finance Series) 在线电子书图书描述

The second 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 measure theory, probability theory, Girsanov transformations, LIBOR and swap market models, and martingale representations, providing two full treatments of arbitrage pricing: the classical delta-hedging and the modern martingales. More advanced areas of study are clearly marked to help students and teachers use the book as it suits their needs.

Arbitrage Theory in Continuous Time (Oxford Finance Series) 在线电子书下载 mobi epub pdf txt 在线电子书下载

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