The Foundations of Continuous Time Finance
Language: English
Published by Edward Elgar Publishing Ltd, GB, 2001
- Hardcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
£ 386.97
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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.
Seller Inventory # LU-9781858987507
- Title
- The Foundations of Continuous Time Finance
- Author
- Stephen M. Schaefer
- Publisher
- Edward Elgar Publishing Ltd, GB
- Publication year
- 2001
- Condition
- New
- Binding
- Hardback
- 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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London, London, United Kingdom
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