Bjork, Tomas <br/><br/>
Arbitrage theory in continuous time / 
Tomas Bjork. 
 - tercera edición 
 - New York:   Oxford University Press  2009. 
 - 525 páginas;   24 cm 
<br/><br/>Referencias: páginas 514-520 
<br/><br/>The binomial model -- A more general one period model -- Stochastic integrals -- Differential equations -- Portfolio dynamics -- Arbitrage pricing -- Completeness and hedging -- Parity relations and delta hedging -- The martingale approach to arbitrage theory -- The mathematics of the martingale approach -- Black-scholes from a martingale point of view -- Multidimensional models: classical approach -- Multidimensional models: martingale approach -- Incomplete markets -- Dividends -- Currency derivaties -- Barrier options -- Stochastic optimal control -- The martingale approach to optimal invesment -- Optimal stopping theory and american options -- Bonds and interest rates -- Short rate models -- Martingale models for the short rate -- Forward rate models -- Change of numeraire -- Libor and swap market models -- Potentials and positive interest -- Forwards and futures -- Measure and integartion -- Probability theory -- Martingales and stopping times 
<br/><br/><label>ISBN: </label>9780199574742 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Arbitramento (Economía)<br/>Derivados financieros<br/>Matemáticas financieras<br/>Modelos matemáticos
<br/><br/><label>Dewey Class. No.: </label>332.645  / B626