000 01324nam a2200361Ia 4500
001 0000114967
005 20171002060056.0
006 m u
007 cr cn|||||||||
008 090525s2009 enka sb 001 0 eng d
010 _z 2009023020
020 _z019957474X (hbk.)
020 _z9780199574742 (hbk.)
035 _a(CaPaEBR)ebr10353950
035 _a(OCoLC)559018376
040 _aCaPaEBR
_cCaPaEBR
050 1 4 _aHG6024.A3
_bB567 2009eb
100 1 _aBjörk, Tomas.
245 1 0 _aArbitrage theory in continuous time
_h[electronic resource] /
_cTomas Björk.
250 _a3rd ed.
260 _aOxford :
_bOxford University Press,
_c2009.
300 _axx, 525 p. :
_bill.
490 0 _aOxford finance series
500 _aPrevious ed.: 2004.
504 _aIncludes bibliographical references and index.
533 _aElectronic reproduction.
_bPalo Alto, Calif. :
_cebrary,
_d2010.
_nAvailable via World Wide Web.
_nAccess may be limited to ebrary affiliated libraries.
650 0 _aArbitrage
_xMathematical models.
650 0 _aDerivative securities
_xPrices
_xMathematics.
655 7 _aElectronic books.
_2local
710 2 _aebrary, Inc.
856 4 0 _uhttp://site.ebrary.com/lib/daystar/Doc?id=10353950
_zAn electronic book accessible through the World Wide Web; click to view
908 _a170314
942 0 0 _cEB
999 _c104117
_d104117