Continuous-Time Finance

Continuous-Time Finance

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Robert C. Merton's widely-used text provides an overview and synthesis of finance theory from the perspective of continuous-time analysis. It covers individual finance choice, corporate finance, financial intermediation, capital markets, and selected topics on the interface between private and public finance.For this revised edition a new section on managing university endowments has been added. The book begins with a foreword by Paul Samuelson.

Title:Continuous-Time Finance
Author:Robert C. Merton
Publisher:Wiley-Blackwell - 1992-11-03


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