The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies - Econometric Society Monographs - Kreps, David M. (Stanford University, California) - Books - Cambridge University Press - 9781108707657 - September 19, 2019
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Kreps, David M. (Stanford University, California)
The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies - Econometric Society Monographs

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This book examines whether continuous-time models in frictionless financial economies can be well approximated by discrete-time models. Mainstream financial economists and economic theorists who want to understand important ideas and results from the highly mathematical literature of financial mathematics will find this book an invaluable aid.

214 pages, Worked examples or Exercises; 1 Tables, black and white; 7 Line drawings, black and white

Media Books     Paperback Book   (Book with soft cover and glued back)
Released September 19, 2019
ISBN13 9781108707657
Publishers Cambridge University Press
Pages 214
Dimensions 228 × 153 × 12 mm   ·   326 g
Language English  

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