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Continuous-time finance

Continuous-time finance

Robert C. Merton · 1990 · 732 pages

FinanceInvestmentsMathematical modelsOptions (Finance)Portfolio managementPublic Finance

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About this book

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.

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