Arbitrage Theory in Continuous Time

Arbitrage Theory in Continuous Time

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Combining sound mathematical principles with the necessary economic focus, Arbitrage Theory in Continuous Time is specifically designed for graduate students, and includes solved examples for every new technique presented, numerous exercises, and recommended reading lists for each chapter.European call which gives the owner the option to buy one unit of the foreign currency at the price K (in the domestic ... When we buy a foreign currency (say US dollars) we will, on the contrary, not just keep the physical dollar bills until we sellanbsp;...

Title:Arbitrage Theory in Continuous Time
Author:Tomas Björk
Publisher: - 1998


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