This volume is an authoritative collection of 25 key papers in the
development of continuous time finance. Its five sections cover the
continuous time model, dynamic portfolio selection, equilibrium
models, derivative pricing and, finally, term structure and other
applications. It includes seminal contributions in areas such as:
the Martingale approach to no-arbitrage pricing; dynamic models of
consumption and portfolio selection; the inter-temporal and
consumption based asset pricing models; contingent claims pricing;
the term structure of interest rates and the use of changes in
numeraire in options pricing.This book will be an essential source
of reference for students and researchers in finance and, indeed,
anyone needing access to the key papers in this important field.
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