01276nam a2200337Ia 4500001001200000003000800012006001900020007001500039008004100054010001700095020002200112020002500134040002100159035002100180050002700201100002100228245008200249250001200331260004600343300002300389490002600412500002400438504005100462533015200513650003600665650004800701655002900749710001700778856012600795999001700921ebr10353950CaPaEBRm        u        cr cn|||||||||090525s2009    enka    sb    001 0 eng d  z  2009023020  z019957474X (hbk.)  z9780199574742 (hbk.)  aCaPaEBRcCaPaEBR  a(OCoLC)55901837614aHG6024.A3bB567 2009eb1 aBj�ork, Tomas.10aArbitrage theory in continuous timeh[electronic resource] /cTomas Bj�ork.  a3rd ed.  aOxford :bOxford University Press,c2009.  axx, 525 p. :bill.0 aOxford finance series  aPrevious ed.: 2004.  aIncludes bibliographical references and index.  aElectronic reproduction.bPalo Alto, Calif. :cebrary,d2010.nAvailable via World Wide Web.nAccess may be limited to ebrary affiliated libraries. 0aArbitragexMathematical models. 0aDerivative securitiesxPricesxMathematics. 7aElectronic books.2local2 aebrary, Inc.40uhttp://site.ebrary.com/lib/rucke/Doc?id=10353950zAn electronic book accessible through the World Wide Web; click to view  c34259d34259