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      <record key="001" att1="001" value="154941" att2="154941">001   154941</record>
      <field key="037" subkey="x">englisch</field>
      <field key="050" subkey="x">Buch</field>
      <field key="076" subkey="">Formalwissenschaft</field>
      <field key="100" subkey="">Björk, Tomas</field>
      <field key="331" subkey="">Arbitrage Theory in Continuous Time</field>
      <field key="403" subkey="">2. Ed.</field>
      <field key="410" subkey="">Oxford, New York, Auckland</field>
      <field key="412" subkey="">Oxford University Press</field>
      <field key="425" subkey="">2004</field>
      <field key="433" subkey="">xviii, 466 pp.</field>
      <field key="517" subkey="c">from the Table of Contents: Introduction; The Binomial Model; A More General One Period Model; Stochastic Integrals; Differential</field>
      <field key="Equ" subkey="a">tions; Portfolio Dynamics; Arbitrage Pricing; Completeness and Hedging; Parity Relations and Delta Hedging; The Martingale</field>
      <field key="App" subkey="r">oach to Arbitrage Theory; The Mathematics of the Martingale Approach; Black-Scholes from a Martingale Point of View;</field>
      <field key="Mul" subkey="t">idimensional Models: Classical Approach; Multidimensional Models: Martingale Approach; Incomplete Markets; Dividends;Currency</field>
      <field key="Der" subkey="i">vatives; Barrier Options; Stochastic Optimal Control; Bonds and Interest Rates; Short Rate Models; Martingale Models for the</field>
      <field key="Sho" subkey="r">t Rate; Forward Rate Models; Change of Numeraire; LIBOR and Swap Market Models; Forwards and Futures; A: Measure and</field>
      <field key="Int" subkey="e">gration; B: Probability Theory; C: Martingales and Stopping Times;</field>
      <field key="540" subkey="">0-19-927126-7</field>
      <field key="544" subkey="">18443-A</field>
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