This accessible introduction to the mathematical underpinnings of finance concentrates on the probabilistic theory of continuous arbitrage pricing of financial derivatives, including stochastic optimal theory, and Merton's fund separation theory. It includes a solved example for every new technique presented, numerous exercises and a Further Reading List in each chapter. This new edition includes new chapters on measure theory, probability theory, Girsanov transformations, the LIBOR and Swap Market Models and martingale ...
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This accessible introduction to the mathematical underpinnings of finance concentrates on the probabilistic theory of continuous arbitrage pricing of financial derivatives, including stochastic optimal theory, and Merton's fund separation theory. It includes a solved example for every new technique presented, numerous exercises and a Further Reading List in each chapter. This new edition includes new chapters on measure theory, probability theory, Girsanov transformations, the LIBOR and Swap Market Models and martingale representations.
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Add this copy of Arbitrage Theory in Continuous Time to cart. $13.98, very good condition, Sold by ThriftBooks-Baltimore rated 5.0 out of 5 stars, ships from Halethorpe, MD, UNITED STATES, published 1999 by Oxford University Press.
Add this copy of Arbitrage Theory in Continuous Time to cart. $137.57, new condition, Sold by GridFreed rated 5.0 out of 5 stars, ships from North Las Vegas, NV, UNITED STATES, published 1999 by Oxford University Press.
Add this copy of Arbitrage Theory in Continuous Time to cart. $46.15, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1999 by Oxford University Press.
