An edition of Arbitrage theory in continuous time (1998)

Arbitrage theory in continuous time

2nd ed.

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Cover of: Arbitrage theory in continuous time by Björk, Tomas.
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Last edited by MARC Bot
December 28, 2022 | History
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An edition of Arbitrage theory in continuous time (1998)

Arbitrage theory in continuous time

2nd ed.

by

  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read

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Publish Date
Publisher
Oxford University Press
Language
English
Pages
466

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Previews available in: English

Subjects
Arbitrage, Derivative securities, Mathematical models, Business mathematics, Arbitrage (Bourse), Modèles mathématiques, Instruments dérivés (Finances), Stochastische differentiaalvergelijkingen, Toepassingen, Swaps, Continue functies, Arbitrage--mathematical models, Derivative securities--mathematical models, Hg6024.a3 b567 1998, 332.645

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Edition Availability
Cover of: Arbitrage theory in continuous time
Arbitrage theory in continuous time
2004, Oxford University Press
in English - 2nd ed.
  • Not in Library
Libraries near you: WorldCat
Cover of: Arbitrage theory in continuous time
Arbitrage theory in continuous time
1998, Oxford University Press
in English
Libraries near you: WorldCat

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Book Details

Edition Notes

Includes bibliographical references (p. [453]-460) and index.

Published in
Oxford, New York

Classifications

Dewey Decimal Class
332.64/5
Library of Congress
HG6024.A3 B567 2004, HG6024.A3.B5 2003

The Physical Object

Pagination
xviii, 466 p. :
Number of pages
466

ID Numbers

Open Library
OL3320964M
Internet Archive
arbitragetheoryc00bjrk_483
ISBN 10
0199271267
LCCN
2004273177
OCLC/WorldCat
53913068
Library Thing
902883
Goodreads
630130

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Download catalog record: RDF / JSON / OPDS | Wikipedia citation
December 28, 2022 Edited by MARC Bot import existing book
December 3, 2022 Edited by ImportBot import existing book
September 9, 2021 Edited by ImportBot import existing book
December 8, 2020 Edited by MARC Bot import existing book
April 1, 2008 Created by an anonymous user Imported from Scriblio MARC record.