The Foundations of Continuous Time Finance (The International Library of Critical Writings in Financial Economics series) - Image 1

£102.24

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

Name: The Foundations of Continuous Time Finance (The International Library of Critical Writings in Financial Economics series)
Brand: Edward Elgar Publishing
Price: 102.24 GBP
Availability: InStock

Finance

Price History & Forecast

Last 16 days • 16 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 16 days • 1 price levels

Days at Price

Price Analysis

Most common price: £102 (16 days, 100.0%)

Price range: £102 - £102

Price levels: 1 different prices over 16 days

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

Brand: Edward Elgar Publishing
Format: Hardcover
ASIN: 1858987504
Category: Books > Subjects > Business, Finance & Law > Economics > International Economics > Finance
Domain: Amazon UK
Release Date: 25 April 2001
Listed Since: 14 December 2006

Barcode

No barcode data available

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

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

The Economics of Continuous–Time Finance (The MIT Press)

Financial Mathematics

Options Markets (The International Library of Critical Writings in Financial Economics series)

Recent Developments in Time Series (The International Library of Critical Writings in Econometrics series)

Arbitrage Theory in Continuous Time (Oxford Finance Series)

Foundations of Futures Markets: Selected Essays of A.G. Malliaris (Financial Economists of the Twentieth Century series)

Financial Mathematics: From Discrete to Continuous Time (Chapman and Hall/CRC Financial Mathematics Series)

The Foundations of Pension Finance (Elgar Mini Series)

Term-Structure Models: A Graduate Course (Springer Finance)

The Challenge of Financial Stability: A New Model and its Applications

Handbook of Critical Issues in Finance

Quantitative Finance: An Introduction to Investments, Asset Pricing, and Derivatives

Stochastic Finance: An Introduction in Discrete Time (De Gruyter Textbook)

Deterministic And Stochastic Topics In Computational Finance

Mathematical Finance (Springer Finance)

Financial Markets and the Real Economy

Stochastic Finance: An Introduction with Examples

Foreign Exchange Markets (The International Library of Critical Writings in Financial Economics series)

Continuous-Time Finance

Stochastic Calculus for Quantitative Finance: Stochastic Calculus for Finance

Financial Calculus: An Introduction to Derivative Pricing

Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for the Fixed-Income Market

Financial Risk Measurement and Management (The International Library of Critical Writings in Economics series)

Mathematical Finance: Theory, Modeling, Implementation