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Arbitrage Theory in Continuous Time by Tomas Bjork (Hardcover, 2009)

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Description: The book "Arbitrage Theory in Continuous Time" by Tomas Björk is a comprehensive and detailed work that focuses on the theory of arbitrage in continuous time. It covers a wide range of topics in the field of mathematical finance, such as option pricing, interest rate models and risk-neutral measures. The book is suitable for both students and practitioners who want to deepen their knowledge of financial derivatives and their pricing. Björk uses modern mathematical techniques to explain complex concepts and provides numerous examples to aid readers' understanding. In addition, the book contains exercises at the end of each chapter that serve to consolidate the knowledge learned. Studibuch's business concept is based on the sustainable idea of ​​resource conservation and c.