Arbitrage Theory In Continuous Time
Merchant: Oxfam
Merchant's Category: Media> Books
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. Concentrating on the probabilistic theory of continuous time arbitrage pricing of financial derivatives, including stochastic optimal control theory and optimal stopping theory, the book is designed for graduate students in economics and mathematics, and combines the necessary mathematical background with a solid economic focus. It includes a solved example for every new technique presented, contains numerous exercises, and suggests further reading in each chapter. Hardcover in dust jacket. Almost as new. xxi, 561 pages, including index. Size 24 x 16 x 3.8 cm. If you would like to browse the other books our shop has available online, please click on our shop's name.
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