Continuous-time finance / Robert C. Merton ; foreword by Paul A. Samuelson
Type de document : MonographieLangue : anglais.Pays: Etats Unis.Éditeur : Cambridge : Blackwell, 1998Description : 1 vol. (XIX-732 p.) ; 24 cmISBN: 0631185089.Bibliographie : Bibliogr. p. 675-709. Index.Sujet MSC : 91Gxx, Game theory, economics, finance, and other social and behavioral sciences - Actuarial science and mathematical finance91-02, Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance Item type:

Current library | Call number | Status | Date due | Barcode |
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CMI Salle R | 91 MER (Browse shelf(Opens below)) | Available | 00013-01 |
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. (Zentralblatt)
Bibliogr. p. 675-709. Index
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