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Arbitrage theory in continuous time [推广有奖]

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请问 “Arbitrage theory in continuous time”(2nd edition, Oxford)这本书在国内有没有影印版啊?谢谢。

作者是Thomas Bjork.

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关键词:Continuous Arbitrage Theory time Theo Theory time Continuous Arbitrage

沙发
mickybaby 发表于 2008-12-19 13:33:00 |只看作者 |坛友微信交流群
没有 我有原版 确实太贵了 而且个人觉得这本书读起来很拗口.

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藤椅
phill 发表于 2008-12-19 17:58:00 |只看作者 |坛友微信交流群

278426.rar (5.57 MB, 需要: 20 个论坛币) 本附件包括:

  • Bjoerk T. - Arbitage Theory in Continuous Time - opt.pdf

Publisher:   Oxford University Press, USA Number Of Pages:   488 Publication Date:   2004-04-15 Sales Rank:   53500 ISBN / ASIN:   0199271267 EAN:   9780199271269 Binding:   Hardcover Manufacturer:   Oxford University Press, USA Studio:   Oxford University Press, USA

Book Description:

The second edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sound mathematical principles with economic applications. Concentrating on the probabilistic theory of continuous arbitrage pricing of financial derivatives, including stochastic optimal control theory and Merton's fund separation theory, the book is designed for graduate students and combines necessary mathematical background with a solid economic focus. It includes a solved example for every new technique presented, contains numerous exercises, and suggests further reading in each chapter. In this substantially extended new edition Bjork has added separate and complete chapters on measure theory, probability theory, Girsanov transformations, LIBOR and swap market models, and martingale representations, providing two full treatments of arbitrage pricing: the classical delta-hedging and the modern martingales. More advanced areas of study are clearly marked to help students and teachers use the book as it suits their needs.

[此贴子已经被作者于2008-12-19 18:03:07编辑过]

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板凳
maxchen 发表于 2009-1-28 20:23:00 |只看作者 |坛友微信交流群

https://bbs.pinggu.org/thread-395462-1-1.html
里面的文件有什么差别呢?

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报纸
maxchen 发表于 2009-1-28 22:34:00 |只看作者 |坛友微信交流群
电子版本在
http://www.oxfordscholarship.com/oso/public/content/economicsfinance/9780199271269/toc.html

需要图书馆购买

[此贴子已经被作者于2009-2-6 18:19:44编辑过]

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地板
maxchen 发表于 2009-2-6 18:28:00 |只看作者 |坛友微信交流群
发现在
http://books.google.com/books?id=nh6zHOf9tn0C
可以浏览和查找,呵呵

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