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Books > Business & Money > Economics > 354071149X
  1. Financial Markets in Continuous Time (Springer Finance)
    Financial Markets in Continuous Time (Springer Finance)
    Financial Markets in Continuous Time (Springer Finance)
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  2. Financial Markets in Continuous Time (Springer Finance)

    [354071149X]
    Delivery: 10-20 Working Days
    Customer Ratings (1 reviews)
    Price R1119.00

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Additional Information

This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of equilibrium theory and applies this in financial markets. The last part tackles market incompleteness and the valuation of exotic options.

Specifications

Country
USA
Binding
Paperback
Brand
Brand: Springer
EAN
9783540711490
Feature
Used Book in Good Condition
ISBN
354071149X
Label
Springer
Manufacturer
Springer
MPN
biography
NumberOfItems
1
NumberOfPages
324
PartNumber
biography
PublicationDate
2007-09-10
Publisher
Springer
Studio
Springer
ReleaseDate
0000-00-00
Most Helpful Customer Reviews

Financial Markets in Continuous Time is a welcome update of Merton on the same space, but with a few advances and a bit more rigor, and some updated notation that adds to clarity.

For those old coots like me who have already had to go through Merton, there is only marginal additional clarity and advances. But for young folks just starting out read this first and then go back to "the classics" i.e. Merton, Shimko, Shreve and Bjork. Stephen Schaefer can be skipped.
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