Arbitrage Theory in Continuous Time 豆 9.2分

资源最后更新于 2020-08-18 15:40:25

作者：Tomas Björk

出版社：Oxford University Press

出版日期：2009-01

ISBN：9780199574742

文件格式： pdf

标签： 金融 数学 金融数学 quant 金融工程 Finance Quant 投资

简介· · · · · ·

The third 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...