Arbitrage Theory in Continuous Time (Oxford Finance Series)
by Tomas Björk
This advanced text introduces the mathematical tools and theory behind continuous-time arbitrage pricing in financial markets.
About This Book
Arbitrage Theory in Continuous Time presents the mathematical foundations of modern financial theory.
The text develops key concepts of stochastic calculus and their application to asset pricing.
Readers explore the fundamental theorems of asset pricing within continuous-time frameworks.
The book is designed for graduate students and researchers in quantitative finance.
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