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Arbitrage Theory in Continuous Time (Oxford Finance Series)

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Texas Instruments IIBAPRO/TBL/1L1 BA II Plus Professional Financial Calculator

Review from previous edition: This book is one of the best of a large number of new books on mathematical and probabilistic models in finance, positioned between the books by Hull and Duffie on a mathematical scale…This is a highly reasonable book and strikes a balance between mathematical

Tomas Björkis Professor of Mathematical Finance at the Stockholm School of Economics. His background is in probability theory and he was formerly at the Mathematics Department of the Royal Institute of Technology in Stockholm. He is co-editor of Mathematical Finance and Associate Editor of Finance and Stochastics. He has published numerous journal articles on mathematical finance in general, and in particular on interest rate theory.

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One of my all time favorite quant finance books (and I have many). This book touches on a lot of areas but interestingly enough, in very good detail. The maths are rigorous but there is a refresher on measure theory, probability and martingales which is always nice. There are many other quant finance books that attempt to do the same, namely, cover a vast amount of topics but somehow they either lose detail or become all consuming and scattered. The writing style is very clear and concise in my opinion. Another thing I like about this book is when you read other quant books or reference papers like SSRN, they frequently reference this book – that is comforting. If there was one fault it would be the same one I have for most quant finance books in that they never give you the answers to the exercises in the back of the book. My guess is it would just make the book too long, so I understand. I highly recommend this book!

some of the pages fell off when I get it. But basically its fine, no page is lost.

I consider this book the most accessible introduction to continuous …

I consider this book the most accessible introduction to continuous time finance. There are many well known books on arbitrage pricing in continuous time finance, some more mathematical (e.g. Karatzas and Shreve) and some less so – in an attempt to provide more intuition (e.g. Salih N. Neftci). I find Tomas Bjorks exposition extremely intuitive and sufficiently (mathematically) formal. The mathematical notation is clear and appealing. About half the book is devoted to applications of the continuous time technique to pricing of financial derivatives.

The book itself contains some typos, but overall very good

I am studying it, after I managed more elementary texts. But it is self contained and the author knows how to teach.

This review is based on the Kindle version of the book.

Having been recommended this book, and reading the reviews, I looked forward to reading and learning about this subject. I chose to purchase the Kindle version as I currently do all my reading on the Kindle, but this was a mistake. Arbitrage Theory in Continuous Time contains a substantial number of math equations and these are essential in the presentation of the material laid out in the book. Unfortunately, many such formulas have not been correctly converted in the digital Kindle version, either being incorrectly displayed or having big parts missing. This makes the book unreadable.

The book looks to have been written using LaTeX and therefore I am surprised that the conversion was not done using the original source, as this would have preserved and correctly displayed the included math equations. I should have bought the dead tree version instead!Read more9 people found this helpfulHelpfulCommentReport abuseThere are 9 customer reviews and 10 customer ratings.See all 9 customer reviewsWrite a customer reviewPages with related products.See and discover other items:finance investment,accounting theory,corporate security,time series r,time series forecasting

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