Tomas Bjork – författare
Visar alla böcker från författaren Tomas Bjork. Handla med fri frakt och snabb leverans.
5 produkter
Arbitrage Theory in Continuous Time
Av Tomas Bjork
E-bok, 2019
782 kr
Lägg i varukorg
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. Concentrating on the probabilistic theory of continuous time arbitrage …
Arbitrage Theory in Continuous Time
Av Tomas Bjork
E-bok, 2019
782 kr
Lägg i varukorg
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. Concentrating on the probabilistic theory of continuous time arbitrage …
Point Processes and Jump Diffusions
An Introduction with Finance Applications
Av Tomas Bjork
E-bok, 2021
823 kr
Lägg i varukorg
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 difficult and has proved to be a block for PhD students …
Time-Inconsistent Control Theory with Finance Applications
Av Agatha Murgoci, Mariana Khapko m. fl.
E-bok, 2021
1746 kr
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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-perfect Nash equilibrium strategies. The general theory …
Paris-Princeton Lectures on Mathematical Finance 2003
Av Wei Xiong, Jose A. Scheinkman m. fl.
E-bok, 2004
652 kr
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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. The aim is to produce a series of articles that can …
