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The Black–Scholes–Merton Model As An Idealization Of Discrete-Time Economies
idioma: inglês
Editor:
CAMBRIDGE UNIVERSITY PRESS, setembro de 2019 ‧
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9781108486361 |
| Editor: | CAMBRIDGE UNIVERSITY PRESS |
| Data de Lançamento: | setembro de 2019 |
| Idioma: | Inglês |
| Encadernação: | Capa dura |
| Páginas: | 214 |
| Tipo de produto: | Livro |
| Coleção: | Econometric Society Monographs |
| Classificação Temática: |
Livros em Inglês
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Economia, Finanças e Contabilidade
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Economia
Livros em Inglês > Outros |
| EAN: | 9781108486361 |
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