The Economics of Continuous-Time Finance
$249.14
- Hardcover
640 pages
- Release Date
27 October 2017
Summary
An introduction to economic applications of the theory of continuous-time finance that strikes a balance between mathematical rigor and economic interpretation of financial market regularities.This book introduces the economic applications of the theory of continuous-time finance, with the goal of enabling the construction of realistic models, particularly those involving incomplete markets. Indeed, most recent applications of continuous-time finance aim to capture the imperfections and dysfu…
Book Details
| ISBN-13: | 9780262036542 |
|---|---|
| ISBN-10: | 0262036541 |
| Author: | Bernard Dumas, Elisa Luciano |
| Publisher: | MIT Press Ltd |
| Imprint: | MIT Press |
| Format: | Hardcover |
| Number of Pages: | 640 |
| Release Date: | 27 October 2017 |
| Weight: | 1.50kg |
| Dimensions: | 229mm x 178mm x 29mm |
| Series: | The MIT Press |
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About The Author
Bernard Dumas
Bernard Dumas is the INSEAD Chaired Professor of Finance, Emeritus, and AXA Chair in Socioeconomic Risks at the University of Torino.Elisa Luciano is Professor of Finance at the University of Torino and Collegio Carlo Alberto.
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