Bjork, Tomas.

Arbitrage theory in continuous time / Tomas Bjork. - 3rd ed. - New York : Oxford University Press, 2009. - xx, 525 p. : ill. ; 24 cm.

Includes index.

Includes bibliographical references.

9780199574742 (hbk)


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