Continuous-Time Finance

Continuous-Time Finance
Author :
Publisher : Wiley-Blackwell
Total Pages : 754
Release :
ISBN-10 : 0631185089
ISBN-13 : 9780631185086
Rating : 4/5 (89 Downloads)

Book Synopsis Continuous-Time Finance by : Robert C. Merton

Download or read book Continuous-Time Finance written by Robert C. Merton and published by Wiley-Blackwell. This book was released on 1992-11-03 with total page 754 pages. Available in PDF, EPUB and Kindle. Book excerpt: Robert C. Merton's widely-used text provides an overview and synthesis of finance theory from the perspective of continuous-time analysis. It covers individual finance choice, corporate finance, financial intermediation, capital markets, and selected topics on the interface between private and public finance.


Continuous-Time Finance Related Books

Continuous-Time Finance
Language: en
Pages: 754
Authors: Robert C. Merton
Categories: Business & Economics
Type: BOOK - Published: 1992-11-03 - Publisher: Wiley-Blackwell

DOWNLOAD EBOOK

Robert C. Merton's widely-used text provides an overview and synthesis of finance theory from the perspective of continuous-time analysis. It covers individual
The Economics of Continuous-Time Finance
Language: en
Pages: 641
Authors: Bernard Dumas
Categories: Business & Economics
Type: BOOK - Published: 2017-10-27 - Publisher: MIT Press

DOWNLOAD EBOOK

An introduction to economic applications of the theory of continuous-time finance that strikes a balance between mathematical rigor and economic interpretation
Arbitrage Theory in Continuous Time
Language: en
Pages: 600
Authors: Tomas Björk
Categories: Business & Economics
Type: BOOK - Published: 2009-08-06 - Publisher: OUP Oxford

DOWNLOAD EBOOK

The third edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sound mathematical principl
Continuous-time Stochastic Control and Optimization with Financial Applications
Language: en
Pages: 243
Authors: Huyên Pham
Categories: Mathematics
Type: BOOK - Published: 2009-05-28 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand,
Continuous-Time Models in Corporate Finance, Banking, and Insurance
Language: en
Pages: 176
Authors: Santiago Moreno-Bromberg
Categories: Business & Economics
Type: BOOK - Published: 2018-01-08 - Publisher: Princeton University Press

DOWNLOAD EBOOK

Continuous-Time Models in Corporate Finance synthesizes four decades of research to show how stochastic calculus can be used in corporate finance. Combining mat