Overview
Arbitrage Theory in Continuous Time is a book by Björk, Tomas., first published in 1998. In this catalogue it is classified mainly under Derivatives Pricing and Mathematical Finance, with secondary coverage of Portfolio Optimization and Fixed Income.
Audience and depth. The rule-based model places its mathematical difficulty at research level (9/10); readers are typically expected to know calculus, linear algebra, measure theory, optimization, probability theory and stochastic processes.
Orientation. The theory-versus-practice balance could not be determined from metadata. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).
How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 98% and difficulty confidence is 85%; the catalogue lists no ratings or awards.