| Title:
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BLACK-SCHOLES-MERTON MODEL AS AN IDEALIZATION OF DISCRETE-TIME ECONOMIES
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| By: |
David M. Kreps |
| Format: |
Paperback / softback |
| List price:
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£33.99 |
| Our price: |
£30.59 |
| Discount: |
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| You save:
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£3.40 |
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| ISBN 10: |
1108707653 |
| ISBN 13: |
9781108707657 |
| Availability: |
Usually dispatched within 1-3 weeks.
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| Stock: |
Currently 0 available |
| Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
| Pub. date: |
30 September, 2019 |
| Series: |
Econometric Society Monographs |
| Pages: |
217 |
| Description: |
This book examines whether continuous-time models in frictionless financial economies can be well approximated by discrete-time models. Mainstream financial economists and economic theorists who want to understand important ideas and results from the highly mathematical literature of financial mathematics will find this book an invaluable aid. |
| Illustrations: |
Worked examples or Exercises; 1 Tables, black and white; 7 Line drawings, black and white |
| Returns: |
Returnable |