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Item Details
| Title:
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THE FOUNDATIONS OF CONTINUOUS TIME FINANCE
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| By: |
Stephen M. Schaefer (Editor) |
| Format: |
Hardback |
| List price:
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£284.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
1858987504 |
| ISBN 13: |
9781858987507 |
| Publisher: |
EDWARD ELGAR PUBLISHING LTD |
| Pub. date: |
25 April, 2001 |
| Series: |
The International Library of Critical Writings in Financial Economics Series 8 |
| Pages: |
640 |
| Description: |
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. |
| Synopsis: |
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. |
| Publication: |
UK |
| Imprint: |
Edward Elgar Publishing Ltd |
| Returns: |
Returnable |
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