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Continuous-Time Models in Corporate Finance, Banking, and Insurance
Language: en
Pages: 176
Authors: Santiago Moreno-Bromberg
Categories: Business & Economics
Type: BOOK - Published: 2018-01-08 - Publisher: Princeton University Press

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Continuous-Time Models in Corporate Finance synthesizes four decades of research to show how stochastic calculus can be used in corporate finance. Combining mat
The Economics of Continuous-Time Finance
Language: en
Pages: 641
Authors: Bernard Dumas
Categories: Business & Economics
Type: BOOK - Published: 2017-10-27 - Publisher: MIT Press

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An introduction to economic applications of the theory of continuous-time finance that strikes a balance between mathematical rigor and economic interpretation
A Game Theory Analysis of Options
Language: en
Pages: 200
Authors: Alexandre C. Ziegler
Categories: Business & Economics
Type: BOOK - Published: 2004-03-15 - Publisher: Springer Science & Business Media

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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
The Oxford Guide to Financial Modeling
Language: en
Pages: 762
Authors: Thomas S. Y. Ho
Categories: Business & Economics
Type: BOOK - Published: 2004-01-15 - Publisher: Oxford University Press

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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
World Scientific Reference On Contingent Claims Analysis In Corporate Finance (In 4 Volumes)
Language: en
Pages: 2039
Authors: Michel Crouhy
Categories: Business & Economics
Type: BOOK - Published: 2019-01-21 - Publisher: World Scientific

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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