Continuous-time finance

Author(s)

• Merton, Robert C.
• Samuelson, Paul Anthony

Bibliographic Information

Continuous-time finance

Robert C. Merton ; foreword by Paul A. Samuelson

Blackwell, 1992

Rev. ed.

• : pbk

Note

First published 1990 [in hardcover]. Revised and first published in paperback 1992

Includes bibliography (p. 675-709) and indexes

Details

• NCID: BA1830177X
• ISBN:
  • 0631185089
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cambridge, Mass. ; Oxford, UK
• Pages/Volumes: xix, 732 p.
• Size: 23 cm
• Classification:
  • DC20 : 338.5
  • DC20 : 332/.01/18
  • LCC : HG173
  • NDC9 : 338.01
• Subject Headings:
  • LCSH : Finance -- Mathematical models
  • LCSH : Invesments -- Mathematical models
  • LCSH : Portfolio management -- Mathematical models
  • LCSH : Options (Finance) -- Mathematical models
  • LCSH : Finance, Public -- Mathematical models