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Tomas Bjrk - Böcker

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  1. Arbitrage Theory in Continuous Time

    av Tomas Bjrk

    Inbunden, Engelska, 2019-12-18
    866
    Köp
    Skickas från oss inom 2-5 vardagar.
    Arbitrage Theory in Continuous Time

    The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to combine sound mathematical principles with economic applications.

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  2. Point Processes and Jump Diffusions

    av Tomas Bjrk

    Inbunden, Engelska, 2021-06-17
    610
    Köp
    Skickas från oss inom 7-10 vardagar.
    Point Processes and Jump Diffusions

    The theory of marked point processes on the real line is of great and increasing importance in areas such as insurance mathematics, queuing theory and financial economics. However, the theory is often viewed as technically and conceptually difficu...

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  3. Time-Inconsistent Control Theory with Finance Applications

    av Tomas Bjrk, Mariana Khapko, Agatha Murgoci

    Inbunden, Engelska, 2021-11-03
    1837
    Köp
    Skickas från oss inom 7-10 vardagar.
    Time-Inconsistent Control Theory with Finance Applications

    This book is devoted to problems of stochastic control and stopping that are time inconsistent in the sense that they do not admit a Bellman optimality principle. These problems are cast in a game-theoretic framework, with the focus on subgame-per...

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  4. Time-Inconsistent Control Theory with Finance Applications

    av Tomas Bjrk, Mariana Khapko, Agatha Murgoci

    Häftad, Engelska, 2022-11-04
    1257
    Köp
    Skickas från oss inom 7-10 vardagar.
    Time-Inconsistent Control Theory with Finance Applications

    This book is devoted to problems of stochastic control and stopping that are time inconsistent in the sense that they do not admit a Bellman optimality principle. These problems are cast in a game-theoretic framework, with the focus on subgame-per...

    Läs mer »

  5. Paris-Princeton Lectures on Mathematical Finance 2003

    av Tomasz R Bielecki, Tomas Bjrk, Monique Jeanblanc, Marek Rutkowski, Jose A Scheinkman

    Häftad, Engelska, 2004-09-01
    677
    Köp
    Skickas från oss inom 7-10 vardagar.
    Paris-Princeton Lectures on Mathematical Finance 2003

    The Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. Th...

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