Search Results for: The Black Scholes Merton Model As An Idealization Of Discrete Time Economies

This book examines whether continuous-time models in frictionless financial economies can be well approximated by discrete-time models. It specifically looks to

A comprehensive introduction of fundamental panel data methodologies.

Stochastic Finance provides an introduction to mathematical finance that is unparalleled in its accessibility. Through classroom testing, the authors have ident

This book brings together the author's pioneering work, written over the last twenty years, on the use of differential methods in general equilibrium theory.

Master the essential mathematical tools required for option pricing within the context of a specific, yet fundamental, pricing model.