Björk, Tomas, <br/><br/>
Arbitrage theory in continuous time / 
Tomas Björk. 
 - 3rd ed. 
 - xx, 525 páginas :  ilustraciones ;  25 cm. 
 - Oxford finance .
 - Oxford finance. .
<br/><br/> Previous ed.: 2004. 
<br/><br/>Incluye bibliografía (p. [514]-520). 
<br/><br/>The binomial model -- A more general one period model -- Stochastic integrals -- Differential equations -- Portfolio dynamics -- Arbitrage pricing -- Completeness and hedging -- Parity relations and delta hedging -- The Martingale approach to arbitrage theory -- The mathematics of the Martingale approach -- Black-Scholes from a Martingale point of view -- Multidimensional models : classical approach -- Multidimensional models : Martingale approach -- Incomplete markets -- Dividends -- Currency derivatives -- Barrier options -- Stochastic optimal control -- The Martingale approach to optimal investment -- Optimal stopping theory and American options -- Bonds and interest rates -- Short rate models -- Martingale models for the short rate -- Forward rate models -- Change of numeraire -- LIBOR and swap market models -- Potentials and positive interest -- Forwards and futures -- Measure and inegration -- Probability theory -- Martingales and stopping time. 
<br/><br/><label>ISBN: </label>019957474X 9780199574742 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Arbitraje (Economía).--Modelos matemáticos.
<br/><br/><label>Dewey Class. No.: </label>332.645  / B626a 2009