Related Books
Language: en
Pages: 176
Pages: 176
Type: BOOK - Published: 2018-01-08 - Publisher: Princeton University Press
Continuous-Time Models in Corporate Finance synthesizes four decades of research to show how stochastic calculus can be used in corporate finance. Combining mat
Language: en
Pages: 641
Pages: 641
Type: BOOK - Published: 2017-10-27 - Publisher: MIT Press
An introduction to economic applications of the theory of continuous-time finance that strikes a balance between mathematical rigor and economic interpretation
Language: en
Pages: 200
Pages: 200
Type: BOOK - Published: 2004-03-15 - Publisher: Springer Science & Business Media
Modern option pricing theory was developed in the late sixties and early seventies by F. Black, R. e. Merton and M. Scholes as an analytical tool for pricing an
Language: en
Pages: 762
Pages: 762
Type: BOOK - Published: 2004-01-15 - Publisher: Oxford University Press
The essential premise of this book is that theory and practice are equally important in describing financial modeling. In it the authors try to strike a balance
Language: en
Pages: 2039
Pages: 2039
Type: BOOK - Published: 2019-01-21 - Publisher: World Scientific
Black and Scholes (1973) and Merton (1973, 1974) (hereafter referred to as BSM) introduced the contingent claim approach (CCA) to the valuation of corporate deb