Stephen M. Schaefer – författare

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1 produkter

1. 

   Foundations of Continuous Time Finance

   Av Stephen M. Schaefer

   Inbunden, 2001

   5400 kr

   Lägg i varukorg

   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 …