Arbitrage Theory in Continuous Time (Oxford Finance Series)

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Arbitrage Theory in Continuous Time Oxford Finance Series

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ISBN 10: 019957474X

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Arbitrage Theory in Continuous Time

All Rights Reserved. Cancel Submit. How was your experience with this page? This second edition includes more advanced materials; appendices on measure theory, probability theory, and martingale theory; and a new chapter on the martingale approach to arbitrage theory. The chapters cover the binomial model, a general one period model, stochastic integrals, differential equations, portfolio dynamics, arbitrage pricing, completeness and hedging, parity relations and delta hedging, the martingale approach, incomplete markets, dividends, currency derivatives, The chapters cover the binomial model, a general one period model, stochastic integrals, differential equations, portfolio dynamics, arbitrage pricing, completeness and hedging, parity relations and delta hedging, the martingale approach, incomplete markets, dividends, currency derivatives, barrier options, stochastic optimal control, bonds and interest rates, short rate models, forward rate models, and LIBOR and swap market models.


  1. ISBN 13: 9780199574742.
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Keywords: arbitrage theory , financial derivatives , martingale approach. Forgot password? Don't have an account? All Rights Reserved. OSO version 0.

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