Continuous-Time Finance (Macroeconomics and Finance)

Description

"The thoughtful way in which the book is organized, the connective sections, and the fullness of this remarkable scholar's accomplishments, succeed in making this collection into a watershed event in finance. It is a testament to how much of modern finance he has formulated, advanced, and, in a meaningful sense, brought to a satisfactory completeness. Modern finance has much to do, but it can do no better than to add to what Merton has already done, and I recommend this book to all who wish to learn what finance has been up to for the past two decades." Stephen Ross, Journal of Finance

<!--end-->"I do not see how one can undertake research in intertemporal asset-pricing under uncertainty without studying very carefully the past and present work of Robert C. Merton. Accordingly, Basil Blackwell has done the academic and non-academic finance community a great service by publishing this book." Michael Selby, The Economic Journal

"A coherent text that represents a bible on continuous-time finance. Anyone with an interest in financial economics will be aware of the outstanding achievements of Robert C. Merton. To these individuals the book will come as no disappointment. It will undoubtedly be a classic reference on continuous-time finance for many years to come." The Manchester School

"John Maynard Keynes alludes to economics in the following terms ...'the delightful paths of our own most agreeable branch of moral sciences, in which theory and fact, intuitive imagination and practical judgment, are blended in a manner comfortable to the human intellect.' Robert C. Merton's Continuous-time Finance, which comes to us more than 20 years after his first paper appeared, squarely fits this description."









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1. Ebooks list page : 2642
2. Stochastic Calculus for Finance II: Continuous-Time Models
3. Financial Markets in Continuous Time (Springer Finance)
4. Financial Markets in Continuous Time (Springer Finance)
5. Financial Markets in Continuous Time (Springer Finance)
6. [request_ebook] Stochastic Calculus for Finance II: Continuous-Time Models
7. An Introduction to Continuous-Time Stochastic Processes Theory, Models, and Applications to Finance, Biology, and Medicine
8. [request_ebook] Arbitrage Theory in Continuous Time (Oxford Finance)
9. International Finance and Open-Economy Macroeconomics
10. [request_ebook] Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)
11. International Macroeconomics and Finance: Theory and Econometric Methods
12. Continuous Stochastic Calculus with Applications to Finance
13. Javier Estrada - Finance in a Nutshell: A no-nonsense companion to the tools and techniques of finance
14. Keith Redhead - Personal Finance And Investments: A Behavioural Finance Perspective
15. Binomial Models in Finance (Springer Finance) by John van der Hoek
16. Structured Finance: Techniques, Products and Market (Springer Finance)