The Foundations of Continuous Time Finance (The International Library of Critical Writings in Financial Economics series) [Hardcover] Schaefer, Stephen M.

$ 202.36

Publisher : Edward Elgar Publishing; Reprint edition (May 31, 2001)
Language : English
Hardcover : 640 pages
ISBN-10 : 1858987504
ISBN-13 : 978-1858987507
Item Weight : 2.65 pounds
Dimensions : 6.75 x 2.25 x 9.5 inches

Free Delivery Over £40 | Express Available

x
13 People watching this product now!

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.

9781858987507

By using our site, you agree to be bound by our terms and conditions, including account security, accurate information, and compliance with laws. Orders depend on availability and prices may change; shipping costs are calculated at checkout, with return policies allowing refunds within a specified timeframe. We protect your data per our Privacy Policy, and our content is protected by intellectual property laws. For full details, contact us .

Free Delivery Over £40

  • Standard Delivery (3/5 Days): ₨ 692
  • Express Delivery (02 Days): ₨ 1,735.22
  • Reading Guides:
    Genre exploration, author spotlights, thematic collections.
  • Book Clubs:
    Online book clubs, local book club support.
  • Educational Resources:
    Study guides, reading programs, teacher resources.
  • Author Events:
    Live and recorded events, event kits.
  • Reading Challenges:
    Yearly and monthly goals, community challenges.
  • Gift Guides:
    Occasion-based recommendations, personalized suggestions.
  • Exclusive Content:
    Early access, exclusive editions, behind-the-scenes insights.

Customer Reviews

Reviews

There are no reviews yet.

Be the first to review “The Foundations of Continuous Time Finance (The International Library of Critical Writings in Financial Economics series) [Hardcover] Schaefer, Stephen M.”

Your email address will not be published. Required fields are marked *

TESTIMONIAL

A Haven for Book Lovers

From rare finds to bestsellers, this e-commerce bookstore offers a treasure trove for every reader. Impeccable delivery and a delightful browsing experience make it my go-to destination for literary indulgence!