Arbitrage Theory in Continuous Time

Marsoni

M251S

$75.35

Get it in 3 business days with 1 day shipping. Friday, May 29

Arbitrage Theory in Continuous TimeThe 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 pricing of financial derivatives, including stochastic optimal control theory and optimal stopping theory, Arbitrage Theory in Continuous Time is designed for

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Reviewed in the United States on May 29, 2026