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592 Pages

9.2 x 6.0 inches

ISBN: 9780198851615

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Bookseller Code (06)

Arbitrage Theory in Continuous Time

Fourth Edition

Tomas Bjork

Oxford Finance Series

  • New edition building on the strengths of this successful graduate text
  • A clear, accessible introduction to a complex field of classical financial mathematics
  • Includes solved examples for all techniques, exercises, and further reading.

New to this Edition:

  • New chapters on incomplete markets, including the Esscher transform, minimal martingale measures, f-divergences, duality theory, and god deal bounds
  • A whole new section on dynamic equilibrium theory
  • Fully updated and expanded

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