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The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies - Econometric Society Monographs Kreps, David M. (Stanford University, California)
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The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies - Econometric Society Monographs
Kreps, David M. (Stanford University, California)
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.
214 pages, Worked examples or Exercises; 1 Tables, black and white; 7 Line drawings, black and white
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 19 de septiembre de 2019 |
| ISBN13 | 9781108707657 |
| Editores | Cambridge University Press |
| Páginas | 214 |
| Dimensiones | 228 × 153 × 12 mm · 326 g |
| Lengua | Inglés |
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