Arbitrage Theory in Continuous Time pdf epub mobi txt 電子書下載2025

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出版者:Oxford University Press

作者:Tomas Björk

出品人:

頁數:560

译者:

出版時間:2009-10-4

價格:USD 85.00

裝幀:Hardcover

isbn號碼:9780199574742

叢書系列:

圖書標籤:

金融
數學
金融數學
quant
Finance
金融工程
Quant
投資

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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.