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Edward Elgar Publishing The Foundations of Continuous Time Finance (The International Library of Critical Writings in Financial Economics series)

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£273.00 £0.20 £59.72 £119.24 £178.76 £238.28 £297.80 10 June 2024 09 November 2024 11 April 2025 10 September 2025 10 February 2026

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Description

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.

Product Specifications

Format
Hardcover
Domain
Amazon UK
Release Date
25 April 2001
Listed Since
14 December 2006

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