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Continuous-Time Finance
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Continuous-Time Finance
$16299
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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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See moreMerton 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
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Description
Continuous-Time Finance by Robert C. Merton offers a comprehensive overview and synthesis of finance theory through the lens of continuous-time analysis.
This widely-used text delves into diverse topics including individual finance choice, corporate finance, and financial intermediation. It also explores capital markets and selected topics on the interface between private and public finance.
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.
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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