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The Economics of Continuous-Time Finance.

DUMAS Bernard ; LUCIANO Elisa

THE MIT PRESS

2017

621

131.99-DUMAS

FINANCIAL MATHEMATICS ; ECONOMETRICS ; OPERATIONAL RESEARCH ; FINANCIAL MARKET


Number of copies : 1
No. Call n° Bar code Commentary
1 [available]

Comment :

ISBN 13 : 978-0262036542

Contents :
1 Introduction

I Discrete-Time Economies
II Pricing In Continuous Time
III Individual Optimality in Continuous Time
IV Equilibrium in Continuous Time
V Applications and Extensions

An Afterword
Basic Notation
Appendix A: A Review of Utility Theory and Mean-Variance Theory
Appendix B: Global and Recursive Optimization
Index

Nbre volumes : 0

Language : English

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque