Arbitrage Theory in Continuous Time (Oxford Finance Series) pdf epub mobi txt 電子書下載2025

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出版者:Oxford University Press, USA

作者:Tomas Bjork

出品人:

頁數:496

译者:

出版時間:2004-05-06

價格:USD 110.00

裝幀:Hardcover

isbn號碼:9780199271269

叢書系列:

圖書標籤:

finance
金融
quant
金融工程
數學
math
經濟學
quantitative

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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.