附件内含：
1. Tomas Björk: Arbitrage Theory in Continuous Time,  2004, 2nd edition, Oxford UP

这本书的清晰扫描版，不是论坛上比较流行的那个带黑边版，我加好了书签。虽然说是扫描的，但是很清楚，而且我用了文本识别，把图片变成了文字，所以可以使用搜索文本功能，方便了许多。另外加上了我再论坛上找的两个版本的答案，大概是目前这本书最齐全的资料了，应该不用再继续找这本书的更清楚的版本或四处去找答案了。只收2个币，就当是赚个辛苦费

2. 论坛上的两个版本的答案

3. Tomas Björk: Arbitrage Theory in Continuous Time,  2009, 3rd edition, Oxford UP
新增第三版，正式版，带完整书签，堪称完美：
前不久刚下到了第三版，而且是PDF格式的，不是扫描的，一同发到这里面，包含第2版，第三版，以及目前有的习题答案。多谢各位的支持~~~~
Book Info:

• Author: Thomas Björk
• Hardcover: 512 pages
• Publisher: Oxford University Press, USA; 3 edition (First published: October 4, 2009)
• Language: English
• Review from previous edition: "This book is one of the best of a large number of new books on mathematical and probabilistic models in finance, positioned between the books by Hull and Duffie on a mathematical scale...This is a highly reasonable book and strikes a balance between mathematical  development and intuitive explanation" .
• Description: 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.

Enjoy!