skip to content
Arbitrage theory in continuous time Preview this item
ClosePreview this item
Checking...

Arbitrage theory in continuous time

Author: Tomas Björk
Publisher: Oxford ; New York : Oxford University Press, 1998.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Database:WorldCat
Summary:
Professor Bjork provides an accessible introduction to the classical underpinnings of the central mathematical theory behind modern finance. Combining sound mathematical principles with the necessary economic focus, Arbitrage Theory in Continuous Time is specifically designed for graduate students, and includes solved examples for every new technique presented, numerous exercises, and Further Reading lists for each  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Electronic books
Additional Physical Format: Print version:
Björk, Tomas.
Arbitrage theory in continuous time.
Oxford ; New York : Oxford University Press, 1998
(DLC) 99185339
(OCoLC)40615831
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Tomas Björk
ISBN: 9780191525100 0191525103
OCLC Number: 435942165
Description: 1 online resource (xii, 311 pages) : illustrations
Contents: 1. Introduction 2. The Binomial Model 3. Stochastic Integrals 4. Differential Equations 5. Portfolio Dynamics 6. Arbitrage Pricing 7. Completeness and Hedging 8. Parity Relations and Delta Hedging 9. Several Underlying Assets 10. Incomplete Markets 11. Dividends 12. Currency Derivatives 13. Barrier Options 14. Stochastic Optimal Control 15. Bonds and Interest Rates 16. Short Rate Models 17. Martingale Models for the Short Rate 18. Forward Rate Models 19. Change of Numeraire 20. Forwards and Futures.
Responsibility: Tomas Björk.

Abstract:

Professor Bjork provides an introduction to the classical underpinnings of the central mathematical theory behind modern finance. Combining mathematical principles with the necessary economic focus,  Read more...

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/435942165> # Arbitrage theory in continuous time
    a schema:Book, schema:MediaObject, schema:CreativeWork ;
    library:oclcnum "435942165" ;
    library:placeOfPublication <http://dbpedia.org/resource/New_York_City> ; # New York
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/enk> ;
    library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/3769708600#Place/oxford> ; # Oxford
    schema:about <http://id.loc.gov/authorities/subjects/sh2009123216> ; # Derivative securities--Mathematical models
    schema:about <http://id.worldcat.org/fast/812763> ; # Arbitrage--Mathematical models
    schema:about <http://experiment.worldcat.org/entity/work/data/3769708600#Topic/toepassingen> ; # Toepassingen
    schema:about <http://experiment.worldcat.org/entity/work/data/3769708600#Topic/continue_functies> ; # Continue functies
    schema:about <http://experiment.worldcat.org/entity/work/data/3769708600#Topic/arbitrage_mathematical_models> ; # Arbitrage--Mathematical models
    schema:about <http://dewey.info/class/332.645/e22/> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/3769708600#Topic/precios_modelos_matematicos> ; # Precios--Modelos matemáticos
    schema:about <http://experiment.worldcat.org/entity/work/data/3769708600#Topic/business_&_economics_investments_&_securities_general> ; # BUSINESS & ECONOMICS--Investments & Securities--General
    schema:about <http://experiment.worldcat.org/entity/work/data/3769708600#Topic/instruments_derives_finances_modeles_mathematiques> ; # Instruments dérivés (Finances)--Modèles mathématiques
    schema:about <http://experiment.worldcat.org/entity/work/data/3769708600#Topic/procesos_estocasticos> ; # Procesos estocásticos
    schema:about <http://experiment.worldcat.org/entity/work/data/3769708600#Topic/swaps> ; # Swaps
    schema:about <http://experiment.worldcat.org/entity/work/data/3769708600#Topic/arbitraje_teoria_del> ; # Arbitraje, Teoría del
    schema:about <http://experiment.worldcat.org/entity/work/data/3769708600#Topic/stochastische_differentiaalvergelijkingen> ; # Stochastische differentiaalvergelijkingen
    schema:about <http://id.worldcat.org/fast/891026> ; # Derivative securities--Mathematical models
    schema:about <http://experiment.worldcat.org/entity/work/data/3769708600#Topic/arbitrage_bourse_modeles_mathematiques> ; # Arbitrage (Bourse)--Modèles mathématiques
    schema:bookFormat schema:EBook ;
    schema:creator <http://experiment.worldcat.org/entity/work/data/3769708600#Person/bjork_tomas> ; # Tomas Björk
    schema:datePublished "1998" ;
    schema:description "Professor Bjork provides an accessible introduction to the classical underpinnings of the central mathematical theory behind modern finance. Combining sound mathematical principles with the necessary economic focus, Arbitrage Theory in Continuous Time is specifically designed for graduate students, and includes solved examples for every new technique presented, numerous exercises, and Further Reading lists for each chapter. - ;The second edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sound mathematical principles with."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/3769708600> ;
    schema:genre "Electronic books"@en ;
    schema:inLanguage "en" ;
    schema:isSimilarTo <http://www.worldcat.org/oclc/40615831> ;
    schema:name "Arbitrage theory in continuous time"@en ;
    schema:productID "435942165" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/435942165#PublicationEvent/oxford_new_york_oxford_university_press_1998> ;
    schema:publisher <http://experiment.worldcat.org/entity/work/data/3769708600#Agent/oxford_university_press> ; # Oxford University Press
    schema:url <http://www.myilibrary.com?id=205402> ;
    schema:url <http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=287590> ;
    schema:url <http://dx.doi.org/10.1093/0198775180.001.0001> ;
    schema:url <http://site.ebrary.com/id/10358251> ;
    schema:workExample <http://dx.doi.org/10.1093/0198775180.001.0001> ;
    schema:workExample <http://worldcat.org/isbn/9780191525100> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/435942165> ;
    .


Related Entities

<http://dbpedia.org/resource/New_York_City> # New York
    a schema:Place ;
    schema:name "New York" ;
    .

<http://experiment.worldcat.org/entity/work/data/3769708600#Agent/oxford_university_press> # Oxford University Press
    a bgn:Agent ;
    schema:name "Oxford University Press" ;
    .

<http://experiment.worldcat.org/entity/work/data/3769708600#Person/bjork_tomas> # Tomas Björk
    a schema:Person ;
    schema:familyName "Björk" ;
    schema:givenName "Tomas" ;
    schema:name "Tomas Björk" ;
    .

<http://experiment.worldcat.org/entity/work/data/3769708600#Topic/arbitrage_bourse_modeles_mathematiques> # Arbitrage (Bourse)--Modèles mathématiques
    a schema:Intangible ;
    schema:name "Arbitrage (Bourse)--Modèles mathématiques"@fr ;
    .

<http://experiment.worldcat.org/entity/work/data/3769708600#Topic/arbitraje_teoria_del> # Arbitraje, Teoría del
    a schema:Intangible ;
    schema:name "Arbitraje, Teoría del"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/3769708600#Topic/business_&_economics_investments_&_securities_general> # BUSINESS & ECONOMICS--Investments & Securities--General
    a schema:Intangible ;
    schema:name "BUSINESS & ECONOMICS--Investments & Securities--General"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/3769708600#Topic/continue_functies> # Continue functies
    a schema:Intangible ;
    schema:name "Continue functies"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/3769708600#Topic/instruments_derives_finances_modeles_mathematiques> # Instruments dérivés (Finances)--Modèles mathématiques
    a schema:Intangible ;
    schema:name "Instruments dérivés (Finances)--Modèles mathématiques"@fr ;
    .

<http://experiment.worldcat.org/entity/work/data/3769708600#Topic/precios_modelos_matematicos> # Precios--Modelos matemáticos
    a schema:Intangible ;
    schema:name "Precios--Modelos matemáticos"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/3769708600#Topic/procesos_estocasticos> # Procesos estocásticos
    a schema:Intangible ;
    schema:name "Procesos estocásticos"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/3769708600#Topic/stochastische_differentiaalvergelijkingen> # Stochastische differentiaalvergelijkingen
    a schema:Intangible ;
    schema:name "Stochastische differentiaalvergelijkingen"@en ;
    .

<http://id.loc.gov/authorities/subjects/sh2009123216> # Derivative securities--Mathematical models
    a schema:Intangible ;
    schema:name "Derivative securities--Mathematical models"@en ;
    .

<http://id.worldcat.org/fast/812763> # Arbitrage--Mathematical models
    a schema:Intangible ;
    schema:name "Arbitrage--Mathematical models"@en ;
    .

<http://id.worldcat.org/fast/891026> # Derivative securities--Mathematical models
    a schema:Intangible ;
    schema:name "Derivative securities--Mathematical models"@en ;
    .

<http://worldcat.org/isbn/9780191525100>
    a schema:ProductModel ;
    schema:isbn "0191525103" ;
    schema:isbn "9780191525100" ;
    .

<http://www.worldcat.org/oclc/40615831>
    a schema:CreativeWork ;
    rdfs:label "Arbitrage theory in continuous time." ;
    schema:description "Print version:" ;
    schema:isSimilarTo <http://www.worldcat.org/oclc/435942165> ; # Arbitrage theory in continuous time
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.