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Financial Markets in Continuous Time
Rose-Anne Dana, Monique Jeanblanc
[PDF.gv35] Financial Markets in Continuous Time
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| #7817324 in Books | Springer | 2003-01-17 | Original language:English | PDF # 1 | 9.21 x.81 x6.14l,1.44 | File type: PDF | 330 pages | ||1 of 2 people found the following review helpful.| Very good and clear, but tough topic|By Bachelier|Financial Markets in Continuous Time is a welcome update of Merton on the same space, but with a few advances and a bit more rigor, and some updated notation that adds to clarity.
For those old coots like me who have already had to go through Merton, there is only marginal additional clarity and advances. But for youn|||From the reviews: |This is a high-level but well-written summary of the modern essentials of mathematical finance, including excellent chapters on the yield curve, pricing interest rate products, exotic options and incomplete markets. |D. L. McLeish, Shor
This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third pa...
You easily download any file type for your device.Financial Markets in Continuous Time | Rose-Anne Dana, Monique Jeanblanc. I really enjoyed this book and have already told so many people about it!
