Continuous-Time Finance

Frontcover
Wiley, 03.11.1992 - 732 Seiten
3 Rezensionen
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 financial choice, corporate finance, financial intermediation, capital markets, and selected topics on the interface between private and public finance. For this revised edition a new section on managing university endowments has been added.

The book begins with a foreword by Paul Samuelson.

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(Dis)continuous Time Finance
Robert Merton's 1987 treatise Continuous-Time Finance. Liquidity was presumed to be available. And while markets could and did gap due to an event, ...
www.istockanalyst.com/ article/ viewarticle+articleid_1650585.html

JSTOR: Continuous-Time Finance.
14, 569-571 (1993) BOOK REVIEW CONTINUOUS-TIME FINANCE, by Merton, rc, Basil Blackwell Inc., Cambridge, MA, 1990. At first glance this book gives the ...
links.jstor.org/ sici?sici=0143-6570(199311%2F12)14%3A6%3C569%3ACF%3E2.0.CO%3B2-I

Continuous Time Finance
Robert Merton is one of the great economists of our time. He pioneered the use of stochastic calculus in finance and economics, using it to address problems ...
www.riskbook.com/ link/ merton_r_(1992).htm

Citations: Continuous-Time Finance - Robert (bizseer)
Merton, Robert C. (1990), Continuous-Time Finance , Cambridge, Mass. and Oxford.
bizseer.ist.psu.edu/ context/ 12770/ 0

Publication - Robert C. Merton
(Reproduced as Chapter 14 in Continuous-Time Finance.) ..... Working Paper, 1989 (In Chapter 6 of Continuous-Time Finance.) ...
dor.hbs.edu/ fi_redirect.jhtml?facInfo=pub& facEmId=rmerton@hbs.edu

Continuous-time finance : Robert C. Merton, (Basil Blackwell ...
Downloadable (with restrictions)! Author(s): Yeoman, John Jr.. 1992 Abstract: No abstract is available for this item
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Modelling long-range-dependent Gaussian processes with application ...
Continuous-Time Finance. Blackwell, Oxford. Platen, E. (1999). An introduction to numerical methods for stochastic differential equations. ...
projecteuclid.org/ handle/ euclid.jap/ 1082999079

Books on Mathematical Finance: [1] M. Ammann (2001). Credit Risk ...
Continuous-Time Finance, Blackwell. [56] M. Meyer (2001). Continuous Stochastic Calculus with Applications to Finance, Chap-. man and Hall. ...
www.statslab.cam.ac.uk/ ~doug/ afm/ mathfin_books.ps

Five Years of Continuous-time Random Walks in Econophysics
continuous-time finance II: the waiting-time distribution, Physica A 287, 468 ... and continuous-time finance III: the diffusion limit, in M. Kohlmann and S ...
www.springerlink.com/ index/ h0p59067k7qt4288.pdf

Spring 1999
Robert C. Merton, Continuous-Time Finance, Basil Blackwell, 1990. Course Outline:. Part I: Discrete-Time Models: Frictionless Markets ...
www.ccer.edu.cn/ download/ 8149-7.doc

Über den Autor (1992)

Robert C. Merton is George Fisher Baker, Professor of Business Administration, Harvard University.

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