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Time-Inconsistent Control Theory with Finance Applications by Tomas Bjoerk 9783030818425
Booksplease Price: £112.12This book is devoted to problems of stochastic control and stopping that are time inconsistent in the sense that they do not admit a Bellman optimality principle. These problems are cast in a... -
Time-Inconsistent Control Theory with Finance Applications by Tomas Bjoerk 9783030818456
RRP: £109.99Booksplease Price: £75.80This book is devoted to problems of stochastic control and stopping that are time inconsistent in the sense that they do not admit a Bellman optimality principle. These problems are cast in a... -
Point Processes and Jump Diffusions: An Introduction with Finance Applications by Tomas Bjoerk
RRP: £47.00Booksplease Price: £45.71The theory of marked point processes on the real line is of great and increasing importance in areas such as insurance mathematics, queuing theory and financial economics. However, the theory is... -
Arbitrage Theory in Continuous Time by Tomas Bjork
RRP: £67.00Booksplease Price: £65.96The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to combine sound mathematical principles... -
Louis Bachelier's Theory of Speculation: The Origins of Modern Finance by Louis Bachelier 9780691117522
RRP: £80.00Booksplease Price: £66.34March 29, 1900, is considered by many to be the day mathematical finance was born. On that day a French doctoral student, Louis Bachelier, successfully defended his thesis Theorie de la Speculation...