Synopsis
This book explores the foundations of economic assumptions in continuous-time financial models. It delves into the mathematical and statistical properties of continuous-trading models, providing a rigorous framework for analyzing the dynamics of asset prices. The author carefully examines the implications of different assumptions about price changes, demonstrating how they impact the resulting models. By establishing a robust theoretical basis, this book enables readers to develop sophisticated financial models that accurately capture market behavior. Its insights are essential for practitioners seeking to understand the complexities of continuous-time finance and for researchers interested in advancing the field.
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About the Author
Robert C. Merton is George Fisher Baker, Professor of Business Administration, Harvard University.
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On the Mathematics and Economic Assumptions of Continuous-Time Models
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Paperback. Condition: New. Print on Demand. This book explores the foundations of economic assumptions in continuous-time financial models. It delves into the mathematical and statistical properties of continuous-trading models, providing a rigorous framework for analyzing the dynamics of asset prices. The author carefully examines the implications of different assumptions about price changes, demonstrating how they impact the resulting models. By establishing a robust theoretical basis, this book enables readers to develop sophisticated financial models that accurately capture market behavior. Its insights are essential for practitioners seeking to understand the complexities of continuous-time finance and for researchers interested in advancing the field. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item. Seller Inventory # 9781333775865_0
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On the Mathematics and Economic Assumptions of ContinuousTime Models Classic Reprint
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On the Mathematics and Economic Assumptions of ContinuousTime Models Classic Reprint
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PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000. Seller Inventory # LW-9781333775865