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The Black–Scholes–Merton Model As An Idealization Of Discrete-Time Economies

by David M. (Stanford University, California) Kreps
language: english
Publisher: CAMBRIDGE UNIVERSITY PRESS, September of 2019 ‧
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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.

The Black–Scholes–Merton Model As An Idealization Of Discrete-Time Economies

by David M. (Stanford University, California) Kreps

Property Description
ISBN: 9781108486361
Publisher: CAMBRIDGE UNIVERSITY PRESS
Release Date: September of 2019
Language: English
Cover: Hardcover
Pages: 214
Format: Book
Collection: Econometric Society Monographs
Categories: Books in English > Economics, Finance and Accounting > Economy
Books in English > Others
EAN: 9781108486361