Financial markets in continuous time /
In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling. This approach has its roots in the foundational work of the Nobel laureates Black, Scholes and Merton. Asset prices are...
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| Format: | eBook |
| Language: | English |
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Berlin ; New York :
Springer,
[2003]
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| Series: | Springer finance.
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| Online Access: | Connect to the full text of this electronic book |
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