Bjork, Tomas

Arbitrage theory in continuous time/ Tomas Bjork. - 2nd ed. - Oxford : The University Press, 2004 - xviii, 466 p.; 24 cm.

Includes index.

'References' : p. 453-460.

0199271267 £35.00


Derivative securities
Probabilities
Securities
Stochastic differential equations
Stochastic processes

519.23