SKOLKOVO School of Management

Björk, Tomas.

Arbitrage theory in continuous time / Tomas Björk. - 3rd ed. - Oxford ; New York : Oxford University Press, 2009. - xx, 525 p. : ill. ; 25 cm. - Oxford Finance . - Oxford finance. .

Includes bibliographical references (p. [514]-520) and index.

9780199574742 019957474X

2009023020


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

HG6024.A3 / B567 2009

332.64/5