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Published **1990**
by B. Blackwell in Cambridge, Mass .

Written in English

- Finance -- Mathematical models,
- Investments -- Mathematical models,
- Portfolio management -- Mathematical models,
- Options (Finance) -- Mathematical models,
- Finance, Public -- Mathematical models

**Edition Notes**

Includes bibliographical references (p. [649]-678) and index.

Statement | Robert C. Merton ; foreword by Paul A. Samuelson. |

Classifications | |
---|---|

LC Classifications | HG173 .M44 1990 |

The Physical Object | |

Pagination | xix, 700 p. : |

Number of Pages | 700 |

ID Numbers | |

Open Library | OL2198396M |

ISBN 10 | 0631158472 |

LC Control Number | 89018169 |

Continuous-Time Finance: 1st (First) Edition Paperback – Novem by Paul A. Samuelson (Foreword by) Robert C. Merton (Author)/5(8). Robert C. Merton's widely-used text provides an overview and synthesis of finance theory from the perspective of continuous-time analysis. It covers individual finance choice, corporate finance, financial intermediation, capital markets, and selected topics on the interface between private and public finance/5. An introduction to economic applications of the theory of continuous-time finance that strikes a balance between mathematical rigor and economic interpretation of financial market regularities. This book introduces the economic applications of the theory of continuous-time finance, with the goal of enabling the construction of realistic models, particularly those involving incomplete Cited by: 3. out of 5 stars Neat book for starters into continuous-time finance Reviewed in the United States on J Very intuitive in explaining the basic concepts and the fundamental and widely used methods in continuous-time by:

An introduction to economic applications of the theory of continuous-time finance that strikes a balance between mathematical rigor and economic interpretation of financial market regularities. This book introduces the economic applications of the theory of continuous-time finance, with the goal of enabling the construction of realistic models, particularly those involving incomplete : Bernard Dumas, Elisa Luciano. Merton, Robert C. Continuous-Time Finance. Oxford, U.K.: Basil Blackwell, (Rev. ed., This book is a real 'tour de force': twenty-five years after Merton's book on continuous-time Finance, Dumas and Luciano provide a long-awaited update on the continuous time approach to security pricing and portfolio selection in complete and incomplete markets. Continuous-Time Finance Robert C. Merton Revised Edition. Foreword Since the continuous-time model is the mode of analysis used throughout the. iv Preface book, a few background remarks on the model as both synthesis and watershed of ﬁnance theory are perhaps in order. It was in at the Sorbonne that Louis Bache-.

Merton, Robert C. Continuous-Time Finance. Oxford, U.K.: Basil Blackwell, (Rev. ed., ). Robert C. Merton’s book entitled “Continuous-Time Finance,” which comes to us more than 20 years after his first paper appeared in the Review of Economics and Statistics, squarely fits this description. This book introduces the economic applications of the theory of continuous-time finance, with the goal of enabling the construction of realistic models, particularly those involving incomplete markets. Indeed, most recent applications of continuous-time finance aim to capture the imperfections and dysfunctions of financial markets. This is called Continuous-Time Finance () and it’s by the Nobel Prize-winning economist Robert Merton. Tell me about this book and why it’s on the list. This book is definitely not a light read for the typical reader, but I really had to include it among my five because its author, Bob Merton, has had an enormous impact on my career.

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