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Biographie et livres de Tomas Björk

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Tomas Björk is Professor Emeritus of Mathematical Finance at the Stockholm School of Economics and previously worked at the Mathematics Department of the Royal Institute of Technology, Stockholm. Björk has been co-editor of Mathematical Finance, on the editorial board for Finance and Stochastics and several other journals, and was President of the Bachelier Finance Society. He is particularly known for his research on point-process-driven forward-rate models, finite-dimensional realizations of
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Téléchargez le livre : Time-Inconsistent Control Theory with Finance Applications
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Time-Inconsistent Control Theory with Finance Applications

Tomas Björk , Mariana Khapko , Agatha Murgoci

Springer

2021-11-02

PDF, ePub

This 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 game-theoretic framework, with the focus on...

126,59 €

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Ebooks de Tomas Björk en PDF et EPUB

2 Livre(s)
Télécharger le livre : Arbitrage Theory in Continuous Time
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Arbitrage Theory in Continuous Time
Tomas Björk
The 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 with economic applications. Concentrating on the probabilistic theory of...

Editeur : OUP Oxford
Parution : 2019-12-05

PDF

57,10 €
Télécharger le livre : Arbitrage Theory in Continuous Time
Ajouter à ma liste d'envies
Arbitrage Theory in Continuous Time
Tomas Björk
The 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 with economic applications. Concentrating on the probabilistic theory of...

Editeur : OUP Oxford
Parution : 2019-12-05

ePub

57,10 €