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The Foundations of Continuous Time Finance

By: Stephen M. Schaefer (Author)

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Ksh 77,800.00

Format: Hardback or Cased Book

ISBN-13: 9781858987507

Publisher: Edward Elgar Publishing Ltd

Publication Date: Apr 25th, 2001

Category: International finance

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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 inter-temporal and consumption based asset pricing models;

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