Arbitrage theory in continuous time
Year of publication: |
2009 ; 3. ed.
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Authors: | Björk, Tomas |
Publisher: |
Oxford : Oxford Univ. Press |
Subject: | Arbitrage-Pricing-Theorie | Derivat <Wertpapier> | Mathematisches Modell |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Delbaen, Freddy, (2006)
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Pricing derivative securities : an interactive, dynamic environment with Maple V and Matlab
Prisman, Eliezer Z., (2000)
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Binomial models in finance : with 25 tables
Hoek, John van der, (2006)
- More ...
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On finite dimensional realizations for the term structure of futures prices
Björk, Tomas, (2005)
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A note on Wick products and the fractional Black-Scholes model
Björk, Tomas, (2005)
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On the use of numeraires in option pricing
Benninga, Simon, (2001)
- More ...