Arbitrage Theory in Continuous Time

By Tomas Björk | Go to book overview
If you are trying to select text to create highlights or citations, remember that you must now click or tap on the first word, and then click or tap on the last word.
One moment ...
Default project is now your active project.
Project items
Notes
Cite this page

Cited page

Style
Citations are available only to our active members.
Buy instant access to cite pages or passages in MLA 8, MLA 7, APA and Chicago citation styles.

(Einhorn, 1992, p. 25)

(Einhorn 25)

(Einhorn 25)

1. Lois J. Einhorn, Abraham Lincoln, the Orator: Penetrating the Lincoln Legend (Westport, CT: Greenwood Press, 1992), 25, http://www.questia.com/read/27419298.

Note: primary sources have slightly different requirements for citation. Please see these guidelines for more information.

Cited page

Bookmark this page
Arbitrage Theory in Continuous Time
Table of contents

Table of contents

  • Arbitrage Theory in Continuous Time iii
  • Preface to the Second Edition vii
  • Acknowledgements viii
  • Preface to the First Edition ix
  • Acknowledgements xi
  • Contents xii
  • 1: Introduction 1
  • 2: The Binomial Model 5
  • 3: A More General One Period Model 26
  • 4: Stochastic Integrals 36
  • 5: Differential Equations 62
  • 6: Portfolio Dynamics 80
  • 7: Arbitrage Pricing 88
  • 8: Completeness and Hedging 111
  • 9: Parity Relations and Delta Hedging 121
  • 10: The Martingale Approach to Arbitrage Theory 133
  • 11: The Mathematics of the Martingale Approach 154
  • 12: Black-Scholes from a Martingale Point of View* 169
  • 13: Multidimensional Models 175
  • 14: Multidimensional Models 192
  • 15: Incomplete Markets 205
  • 16: Dividends 225
  • 17: Currency Derivatives 239
  • 18: Barrier Options 254
  • 19: Stochastic Optimal Control 271
  • 20: Bonds and Interest Rates 302
  • 21: Short Rate Models 316
  • 22: Martingale Models for the Short Rate 326
  • 23: Forward Rate Models 340
  • 24: Change of Numeraire 348
  • 25: Libor and Swap Market Models 368
  • 26: Forwards and Futures 389
  • Appendix a Measure and Integration 395
  • References 453
  • Index 461
Settings

Settings

Typeface
Text size Smaller Larger Reset View mode
Search within

Search within this book

Look up

Look up a word

  • Dictionary
  • Thesaurus
Please submit a word or phrase above.
Print this page

Print this page

Why can't I print more than one page at a time?

Help
Full screen
Items saved from this book
  • Bookmarks
  • Highlights & Notes
  • Citations
/ 466

matching results for page

    Questia reader help

    How to highlight and cite specific passages

    1. Click or tap the first word you want to select.
    2. Click or tap the last word you want to select, and you’ll see everything in between get selected.
    3. You’ll then get a menu of options like creating a highlight or a citation from that passage of text.

    OK, got it!

    Cited passage

    Style
    Citations are available only to our active members.
    Buy instant access to cite pages or passages in MLA 8, MLA 7, APA and Chicago citation styles.

    "Portraying himself as an honest, ordinary person helped Lincoln identify with his audiences." (Einhorn, 1992, p. 25).

    "Portraying himself as an honest, ordinary person helped Lincoln identify with his audiences." (Einhorn 25)

    "Portraying himself as an honest, ordinary person helped Lincoln identify with his audiences." (Einhorn 25)

    "Portraying himself as an honest, ordinary person helped Lincoln identify with his audiences."1

    1. Lois J. Einhorn, Abraham Lincoln, the Orator: Penetrating the Lincoln Legend (Westport, CT: Greenwood Press, 1992), 25, http://www.questia.com/read/27419298.

    Cited passage

    Thanks for trying Questia!

    Please continue trying out our research tools, but please note, full functionality is available only to our active members.

    Your work will be lost once you leave this Web page.

    Buy instant access to save your work.

    Already a member? Log in now.

    Search by... Author
    Show... All Results Primary Sources Peer-reviewed

    Oops!

    An unknown error has occurred. Please click the button below to reload the page. If the problem persists, please try again in a little while.