TY  - BOOK
AU  - Björk,Tomas
TI  - Arbitrage theory in continuous time
T2  - Oxford finance
SN  - 019957474X
U1  - 332.645 
PY  - 2009///
CY  - Oxford, New York
PB  - Oxford University Press
KW  - Arbitraje (Economía)
KW  - Modelos matemáticos
N1  - Previous ed.: 2004; Incluye bibliografía (p. [514]-520); 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
UR  - http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=018664717&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
ER  -