ISBN: 9781858987507 - the foundations of continuous time finance (the international library of critical writings in financial economics series) (15 resultados)

Condición: new.

Condición: New. pp. xxiv + 614 Illus.

Condición: New. 2001. Reprint. Hardcover. . . . . .

Condición: New. In English.

HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.

Hardback. Condición: New. 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. It includes seminal contributions in areas such as: the Martingale approach to no-arbitrage pricing; dynamic models of consumption and portfolio selection; the inter-temporal and consumption based asset pricing models; contingent claims pricing; the term structure of interest rates and the use of changes in numeraire in options pricing.This book will be an essential source of reference for students and researchers in finance and, indeed, anyone needing access to the key papers in this important field.…

Condición: New. pp. xxiv + 614 Reprint Edition.

HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.

Gebunden. Condición: New. 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 an.

Hardcover. Condición: Brand New. reprint edition. 614 pages. 9.50x6.75x2.25 inches. In Stock.

Hardcover. Condición: new. Hardcover. This text is a collection of 25 papers on the development of continuous time finance. The five sections cover the continuous time model, dynamic portfolio selection, equilibrium models, derivative pricing, and term strucure and other applications. The book includes contributions in areas such as: the Martingale approach to non-arbitage pricing; dynamic models of consumption and portfolio selection; the inter-temporal and consumption based asset princing models; and contingent claims pricing and the Modigliana-Miller theorem. 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; Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

Hardback. Condición: New. 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. It includes seminal contributions in areas such as: the Martingale approach to no-arbitrage pricing; dynamic models of consumption and portfolio selection; the inter-temporal and consumption based asset pricing models; contingent claims pricing; the term structure of interest rates and the use of changes in numeraire in options pricing.This book will be an essential source of reference for students and researchers in finance and, indeed, anyone needing access to the key papers in this important field.…

Condición: New. 2001. Reprint. Hardcover. . . . . . Books ship from the US and Ireland.

Buch. Condición: Neu. Neuware.

Hardcover. Condición: new. Hardcover. This text is a collection of 25 papers on the development of continuous time finance. The five sections cover the continuous time model, dynamic portfolio selection, equilibrium models, derivative pricing, and term strucure and other applications. The book includes contributions in areas such as: the Martingale approach to non-arbitage pricing; dynamic models of consumption and portfolio selection; the inter-temporal and consumption based asset princing models; and contingent claims pricing and the Modigliana-Miller theorem. 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; Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…