The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies (Bog, Paperback / softback, Engelsk)
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The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies

(Bog, Paperback / softback, Engelsk)
Forfatter: David M. (Stanford University Kreps
The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
Forlag: Cambridge University Press

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This book examines whether continuous-time models in frictionless financial economies can be well approximated by discrete-time models. Mainstream financial economists and economic theorists who want to understand important ideas and results from the highly mathematical literature of financial mathematics will find this book an invaluable aid.

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Alle detaljer

Forlag Cambridge University Press
Forfatter David M. (Stanford University Kreps
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgivelsesdato 19-09-2019
Første udgivelsesår 2019
Serie Econometric Society Monographs
Illustrationer Worked examples or Exercises; 1 Tables, black and white; 7 Line drawings, black and white
Originalsprog United Kingdom
Sideantal 214
Indbinding Paperback / softback
Forlag Cambridge University Press
Sideoplysninger 214 pages, Worked examples or Exercises; 1 Tables, black and white; 7 Line drawings, black and white
Mål 153 x 228 x 12
ISBN-13 / EAN-13 9781108707657