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The Foundations of Continuous Time Finance (Hardcover) Loot Price: R8,923
Discovery Miles 89 230
Repayment Terms: R836 pm x 12*
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The Foundations of Continuous Time Finance (Hardcover): Stephen M. Schaefer

The Foundations of Continuous Time Finance (Hardcover)

Stephen M. Schaefer

Series: The International Library of Critical Writings in Financial Economics series

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Loot Price R8,923 Discovery Miles 89 230 | Repayment Terms: R836 pm x 12*

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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.

General

Imprint: Edward Elgar Publishing Ltd
Country of origin: United Kingdom
Series: The International Library of Critical Writings in Financial Economics series
Release date: April 2001
Editors: Stephen M. Schaefer
Dimensions: 244 x 169mm (L x W)
Format: Hardcover
Pages: 640
ISBN-13: 978-1-85898-750-7
Categories: Books > Business & Economics > Economics > International economics > International finance
Books > Business & Economics > Finance & accounting > Finance > General
Books > Money & Finance > General
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LSN: 1-85898-750-4
Barcode: 9781858987507

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