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Time-Inconsistent Control Theory with Finance Applications
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 subgame-perfect Nash equilibrium strategies. The general theory is illustrated with a number of finance applications. In dynamic choice problems, time inconsistency is the rule rather than the exception. Indeed, as Robert H. Strotz pointed out in his seminal 1955 paper, relaxing the widely used ad hoc assumption of exponential discounting gives rise to time inconsistency. Other famous examples of time inconsistency include mean-variance portfolio choice and pr...
Point Processes and Jump Diffusions
Develop a deep understanding and working knowledge of point-process theory as well as its applications in finance.
Arbitrage Theory in Continuous Time
The third edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sound mathematical principles with economic applications.Concentrating on the probabilistic theory of continuous arbitrage pricing of financial derivatives, including stochastic optimal control theory and Merton's fund separation theory, the book is designed for graduate students and combines necessary mathematical background with a solid economic focus. It includes a solved example for every new technique presented, contains numerous exercises, and suggests further reading in each chapter.In this substantially extended new edition Bjork has added separate and complete chapters on the martingale approach to optimal investment problems, optimal stopping theory with applications to American options, and positive interest models and their connection to potential theory and stochastic discount factors.More advanced areas of study are clearly marked to help students and teachers use the book as it suits their needs.
Agatha Christie
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Agatha
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Agatha's Husband
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Philomel Cottage
Alix falls in love with a perfect stranger: Gerald Martin; and despite the opposition of her friend Dick Windyford, she marries him. The couple decides to buy and live at Philomel Cottage; a nice cabin lost in the country. Suddenly, Alix begins to think that her husband is a murderer who wants to keep her money and desperately must find the way to escape without arousing his suspicions. Will she make it?
Mallowan's Memoirs
Agatha Christie's widower's recollections of his archaeological triumphs and life with Agatha.
