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. $6.98, 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. $12.17, good condition, Sold by ThriftBooks-Dallas rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2004 by Oxford University Press, USA.
Add this copy of Arbitrage Theory in Continuous Time (Oxford Finance to cart. $12.20, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2004 by Oxford University Press.
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Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Arbitrage Theory in Continuous Time (Oxford Finance to cart. $23.25, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2009 by Oxford University Press.
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Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Arbitrage Theory in Continuous Time (Oxford Finance to cart. $24.40, very good condition, Sold by BooksRun rated 4.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 2009 by Oxford University Press.
Add this copy of Arbitrage Theory in Continuous Time (Oxford Finance to cart. $24.95, good condition, Sold by Queen City Books rated 4.0 out of 5 stars, ships from Lynchburg, OH, UNITED STATES, published 2004 by Oxford University Press.
Add this copy of Arbitrage Theory in Continuous Time to cart. $29.26, good condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2005 by Oxford University Press.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In good all round condition. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1000grams, ISBN: 9780199271269.
Add this copy of Arbitrage Theory in Continuous Time (Oxford Finance to cart. $29.31, good condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2004 by Oup Oxford.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In good all round condition. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 950grams, ISBN: 9780199271269.
Add this copy of Arbitrage Theory in Continuous Time to cart. $29.31, fair condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2004 by Oxford University Press.
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Seller's Description:
This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In fair condition, suitable as a study copy. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 950grams, ISBN: 9780199271269.
