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Continuous-Time Finance

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( 16 ratings, 2 reviews)
Book Hero Magic crafted this summary to help describe this book. While it's new and still learning, it may not be perfect - your feedback is welcome! Summary
Continuous-Time Finance by Robert C. Merton offers an in-depth overview and synthesis of finance theory through continuous-time analysis. The text explores individual financial decisions, corporate finance, financial intermediation, capital markets, and intersections between private and public finance, presenting a comprehensive framework for understanding modern finance.
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Format: Paperback / softback
$15499
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Book Hero Magic created this recommendation. While it's new and still learning, it may not be perfect - your feedback is welcome! IS THIS YOUR NEXT READ?

This book is ideal for advanced students, academics, and finance professionals seeking a rigorous and thorough understanding of continuous-time finance theory and its applications.

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Merton provides an overview and synthesis of finance theory from the perspective of continuous-time analysis. He covers individual financial choice, corporate finance, financial intermediation, capital markets and selected topics on the interface between private and public finance.

Book Hero Magic formatted this description to make it easier to read. While it's new and still learning, it may not be perfect - your feedback is welcome! Description

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 finance choice, corporate finance, financial intermediation, capital markets, and selected topics on the interface between private and public finance.

When referencing the title, avoid putting Continuous-Time Finance in quotes or speech marks.

Book Hero Magic summarised reviews for this book. While it's new and still learning, it may not be perfect - your feedback is welcome! HOW HAS THIS BEEN REVIEWED?

Esteemed experts praise this work as a landmark in finance. Stephen Ross calls it a "watershed event in finance" that comprehensively encapsulates modern financial theory, while Michael Selby emphasises its importance for research in intertemporal asset pricing under uncertainty. The book is recognised as a definitive reference for scholars and practitioners alike.

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Book Details

INFORMATION

ISBN: 9780631185086

Publisher: John Wiley and Sons Ltd

Format: Paperback / softback

Date Published: 09 July 1992

Country: United Kingdom

Imprint: Wiley-Blackwell

Audience: Tertiary education, Professional and scholarly

DIMENSIONS

Spine width: 41.0mm

Width: 154.0mm

Height: 231.0mm

Weight: 1089g

Pages: 752

About the Author

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

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