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ria9781858987507_rkm

Ria Christie English Books

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Uxbridge, GB

The Foundations of Continuous Time Finance by Stephen M. Schaefer

10 In stock
AUTHOR : Stephen M Schaefer
TYPE : Hardback
PUBLISHER : Edward Elgar Publishing
LANGUAGE : English
PUBLISHED : Apr 2001
PAGES : 640

The Foundations of Continuous Time Finance by Stephen M. Schaefer

£32110
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Description Features Reviews
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. the intertemporal and consumption based asset pricing models
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