Continuous-time finance
โ Robert C. Merton
๐ Library
๐
1992
๐ Wiley-Blackwell
๐ English
โฆ LIBER โฆ
๐
Continuous Time Finance
โ Scribed by Kohn R.V.
- Publisher
- NYU
- Year
- 2004
- Tongue
- English
- Leaves
- 80
- Series
- LN
- Category
- Library
โฌ Acquire This Volume
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Mathematical finance: continuous time
โ Ewald C.-O.
๐ Library
๐
2003
๐ English
The Economics of Continuous-Time Finance
โ Bernard Dumas, Elisa Luciano
๐ Library
๐
2017
๐ The MIT Press
๐ English
This book introduces the economic applications of the theory of continuous-time finance, with the goal of enabling the construction of realistic models, particularly those involving incomplete markets. Indeed, most recent applications of continuous-time finance aim to capture the imperfections and d
Financial Markets in Continuous Time
โ Rose-Anne Dana, Monique Jeanblanc, A. Kennedy
๐ Library
๐
2007
๐ Springer
๐ English
In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling. This approach has its roots in the foundational work of the Nobel laureates Black, Scholes and Merton. Asset prices are
Financial Markets in Continuous Time
โ Rose-Anne Dana, Monique Jeanblanc, A. Kennedy
๐ Library
๐
2007
๐ Springer
๐ English
<P>This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (
Financial markets in continuous time
โ Rose-Anne Dana, Monique Jeanblanc, A. Kennedy
๐ Library
๐
2007
๐ Springer
๐ English