Mathematical Modeling - Engineering & Technology, Finance - General & Miscellaneous, Mathematical Modeling - Economics, Investing - Strategies, Options - Investments
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Editorials
Booknews
This collection comprises 25 reprints of papers tracing the evolution of thinking on the subject of continuous time finance. The papers describe the continuous time model, intertemporal portfolio selection, equilibrium models, derivative pricing, and term structure. Specific attention is given to the mathematical principles involved, and to issues like optimum consumption, international asset pricing and equilibrium, analytic valuation formulas, corporate debt values, and natural resource investments. Indexed by name only. Annotation c. Book News, Inc., Portland, OR (booknews.com)Book Details
Published
April 25, 2001
Publisher
Edward Elgar Publishing Ltd
Pages
640
Format
Hardcover
ISBN
9781858987507