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BOOK REVIEWS - Arbitrage Theory in Continuous Times
Björk, Tomas; Protter, Philip - In: The journal of finance : the journal of the American … 55 (2000) 1, pp. 518-520
Persistent link: https://www.econbiz.de/10006571141
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Arbitrage theory in continuous time
Björk, Tomas - 1998
Persistent link: https://www.econbiz.de/10004000094
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Arbitrage theory in continuous time
Björk, Tomas - 2009 - 3. ed.
Persistent link: https://www.econbiz.de/10004944403
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Arbitrage theory in continuous time
Björk, Tomas - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10004791811
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Interest rate theory : CIME lectures 1996
Björk, Tomas - 1996
Persistent link: https://www.econbiz.de/10000953741
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Interest rate theory
Björk, Tomas - In: Financial mathematics : held in Bressanone, Italy, July …, (pp. 53-122). 1997
Persistent link: https://www.econbiz.de/10001321238
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A geometric view of interest rate theory
Björk, Tomas - 2000
Persistent link: https://www.econbiz.de/10001599826
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On the geometry of interest rate models
Björk, Tomas (contributor) - 2003 - [Elektronische Ressource]
In this paper, which is a substantial extension of the earlier essay Björk (2001), we give an overview of some recent work on the geometric properties of the evolution of the forward rate curve in an arbitrage free bond market. The main problems to be discussed are as follows. 1. When is a...
Persistent link: https://www.econbiz.de/10001825531
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Arbitrage theory in continuous time
Björk, Tomas - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10001851269
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On the geometry of interest rate models
Björk, Tomas - In: Paris Princeton lectures on mathematical finance 2 (2003), pp. 133-215
Persistent link: https://www.econbiz.de/10009357100