The Foundations of Continuous Time Finance (Hardcover)
Language: English
Published by Edward Elgar Publishing Ltd, Cheltenham, 2001
- Hardcover
- New
Seller: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
AbeBooks seller since June 22, 2007
Condition: New
£ 606.64
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Hardcover. This text is a collection of 25 papers on the development of continuous time finance. The five sections cover the continuous time model, dynamic portfolio selection, equilibrium models, derivative pricing, and term strucure and other applications. The book includes contributions in areas such as: the Martingale approach to non-arbitage pricing; dynamic models of consumption and portfolio selection; the inter-temporal and consumption based asset princing models; and contingent claims pricing and the Modigliana-Miller theorem. 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. the inter-temporal and consumption based asset pricing models; Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Seller Inventory # 9781858987507
- Title
- The Foundations of Continuous Time Finance (Hardcover)
- Author
- Stephen M. Schaefer
- Publisher
- Edward Elgar Publishing Ltd, Cheltenham
- Publication year
- 2001
- Condition
- new
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 1858987504
- ISBN 13
- 9781858987507
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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AussieBookSeller
Truganina, VIC, Australia
AbeBooks seller since June 22, 2007
Shipping rates from Australia to U.S.A.
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