Tomas Bjork (Professor of Mathem Professor of Mathematical Finance

Gebundenes Buch

Arbitrage Theory in Continuous Time

Beschreibung

The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to combine sound mathematical principles with economic applications.

Autor

Tomas Björk is Professor Emeritus of Mathematical Finance at the Stockholm School of Economics. He has previously worked at the Mathematics Department of the Royal Institute of Technology, also in Stockholm. Tomas Björk has been president of the Bachelier Finance Society, co-editor of Mathematical Finance, and has been on the editorial board for Finance and Stochastics and other journals. He has published numerous journal articles on mathematical finance, and in particular is known for his research on point process driven forward rate models, consistent forward rate curves, general interest rate theory, finite dimensional realisations of infinite dimensional SDEs, good deal bounds, and time inconsistent control theory.

Produktdetails

• Oxford Finance Series
• Verlag: Oxford University Press
• 4 Revised edition
• Seitenzahl: 592
• Erscheinungstermin: 5. Dezember 2019
• Englisch
• Abmessung: 244mm x 164mm x 43mm
• Gewicht: 1018g
• ISBN-13: 9780198851615
• ISBN-10: 0198851618
• Artikelnr.: 57262242