UNIVERSITY LIBRARY CATALOGUE

Arbitrage theory in continuous time /

Bjork, Tomas.

Arbitrage theory in continuous time / Tomas Bjork. - 3rd ed. - Oxford ; New York : Oxford University Press, 2009. - xx, 525 p. : ill. ; 24 cm.

9780199574742 (hardback)

2009-023020


Arbitrage-- Mathematical models.
Derivative securities-- Mathematical models.

332.64/5