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Synopsis
The second edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sound mathematical principles with economic applications. Concentrating on the probabilistic theory of continuous arbitrage pricing of financial derivatives, including stochastic optimal control theory and Merton's fund separation theory, the book is designed for graduate students and combines 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. In this substantially extended new edition Bjork has added separate and complete chapters on measure theory, probability theory, Girsanov transformations, LIBOR and swap market models, and martingale representations, providing two full treatments of arbitrage pricing: the classical delta-hedging and the modern martingales. More advanced areas of study are clearly marked to help students and teachers use the book as it suits their needs.
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Product Description
The second edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sound mathematical principles with economic applications. Concentrating on the probabilistic theory of continuous arbitrage pricing of financial derivatives, including stochastic optimal control theory and Merton's fund separation theory, the book is designed for graduate students and combines 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. In this substantially extended new edition Bjork has added separate and complete chapters on measure theory, probability theory, Girsanov transformations, LIBOR and swap market models, and martingale representations, providing two full treatments of arbitrage pricing: the classical delta-hedging and the modern martingales. More advanced areas of study are clearly marked to help students and teachers use the book as it suits their needs.
Review
"[This book] does attempt to present the main concepts of modern mathematical finance without becoming tied down in measure theoretic technicalities. In this the book, now in its second edition, succeeds reasonably well."--SIAM Review "[This book] does attempt to present the main concepts of modern mathematical finance without becoming tied down in measure theoretic technicalities. In this the book, now in its second edition, succeeds reasonably well."--SIAM Review "[This book] does attempt to present the main concepts of modern mathematical finance without becoming tied down in measure theoretic technicalities. In this the book, now in its second edition, succeeds reasonably well."--SIAM Review "[This book] does attempt to present the main concepts of modern mathematical finance without becoming tied down in measure theoretic technicalities. In this the book, now in its second edition, succeeds reasonably well."--SIAM Review " This book does attempt to present the main concepts of modern mathematical finance without becoming tied down in measure theoretic technicalities. In this the book, now in its second edition, succeeds reasonably well."--SIAM Review
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- PublisherOUP Oxford
- Publication date2004
- ISBN 10 0199271267
- ISBN 13 9780199271269
- BindingHardcover
- LanguageEnglish
- Edition number2
- Number of pages496
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Arbitrage Theory in Continuous Time
Published by
Oxford University Press, 2005
ISBN 10: 0199271267
ISBN 13: 9780199271269
Used
Hardcover
Seller: Anybook.com, Lincoln, United Kingdom
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Condition: Good. 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. Seller Inventory # 8850462
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Arbitrage Theory in Continuous Time
Published by
Oxford University Press, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
Used
Hardcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In poor condition, suitable as a reading 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,1000grams, ISBN:9780199271269. Seller Inventory # 8832465
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Arbitrage Theory in Continuous Time
Published by
Oxford University Press, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
Used
Hardcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Fair. 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. Seller Inventory # 8832466
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Arbitrage Theory in Continuous Time (Oxford Finance Series)
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. 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. Seller Inventory # 8498532
Quantity: 1 available
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Arbitrage Theory in Continuous Time
Published by
Oxford University Press, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
Used
Hardcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In poor condition, suitable as a reading 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,1000grams, ISBN:9780199271269. Seller Inventory # 8832468
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Arbitrage Theory in Continuous Time (Oxford Finance Series)
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. 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. Seller Inventory # 8498533
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Arbitrage Theory in Continuous Time
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ISBN 10: 0199271267
ISBN 13: 9780199271269
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Arbitrage Theory in Continuous Time
Published by
Oxford University Press, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
Used
Hardcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. 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. Seller Inventory # 9524951
Quantity: 1 available
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Arbitrage Theory in Continuous Time
Published by
Oxford University Press, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
Used
Hardcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. 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. Seller Inventory # 9524954
Quantity: 1 available
Stock Image
Arbitrage Theory in Continuous Time
Published by
Oxford University Press, 2004
ISBN 10: 0199271267
ISBN 13: 9780199271269
Used
Hardcover
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. 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. No dust jacket. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,950grams, ISBN:0199271267. Seller Inventory # 9999603
Quantity: 1 available