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Continuous-Time Finance

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The Foundations of Continuous Time Finance

This volume is an authoritative collection of 25 key papers in the development of continuous time finance. Its five sections cover the;

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Statistics And Finance

Kong in July 1999. Topics covered include heavy-tailed and nonlinear continuous-time ARMA models for financial time series, and forecast;

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The Economics of Continuous-Time Finance

An introduction to economic applications of the theory of continuous-time finance that strikes a balance between mathematical rigor and;

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ContinuousTime Finance

Robert C. Merton's widely-used text provides an overview and synthesis of finance theory from the perspective of continuous-time analysis;

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Financial Mathematics

Finance Mathematics is devoted to financial markets both with discrete and continuous time, exploring how to make the transition from;

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Continuous-Time Models in Corporate Finance, Banking, and Insurance

Continuous-Time Models in Corporate Finance synthesizes four decades of research to show how stochastic calculus can be used in corporate;

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Modelling Stock Market Volatility

continuous-time models.;

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Advanced Finance Theories

Finance Theories provides modern treatments to five key areas of finance theories in Merton's collection of continuous time work, viz. portfolio;

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Mathematical Finance

study of discrete and continuous time market models a comprehensive review of Ito calculus and statistical methods as a basis for statistical;

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State-Space Models

models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly;

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Mathematical Finance

study of discrete and continuous time market models a comprehensive review of Ito calculus and statistical methods as a basis for statistical;

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State-Space Models

models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly;

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Stochastic Analysis

chapter, results in probability theory are reviewed. Then, it follows a discussion of discrete-time martingales, continuous time square integrable;

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Stochastic Analysis

chapter, results in probability theory are reviewed. Then, it follows a discussion of discrete-time martingales, continuous time square integrable;

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Financial Economics, Risk And Information (2nd Edition)

and agency, dynamic stochastic general equilibrium in discrete and continuous time, attitudes towards risk and towards inter-temporal;

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Financial Markets in Continuous Time

first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation;

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Financial Markets in Continuous Time

first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation;

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Lectures On Mathematical Finance And Related Topics

form. The book treats both discrete and continuous time mathematical finance. Some topics, such as Israeli (game) contingent claims, and;

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Markov Processes and Applications

This well-written book provides a clear and accessible treatment of the theory of discrete and continuous-time Markov chains, with an;

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Continuous-Time Random Walks for the Numerical Solution of Stochastic Differential Equations

This paper introduces time-continuous numerical schemes to simulate stochastic differential equations (SDEs) arising in mathematical;

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Time-Inconsistent Control Theory with Finance Applications

comprehensive treatment of time-inconsistent control and stopping problems, in both continuous and discrete time, and in the context of finance;

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Mathematical Finance

Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this book provides an accessible;

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Computational Techniques in Economics & Finance

authorities are in a continuous attempt to establish effective rules for monitoring and regulating the global markets. As a result, the decision;

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Stochastic Finance

Stochastic Finance: An Introduction with Market Examples presents an introduction to pricing and hedging in discrete and continuous time;

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Stochastic Economic Dynamics

and geometric Wiener diffusions; stochastic kinematics and stochastic mechanics; stochastic growth in continuous time; time delays and Hopf;

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Pricing and Hedging of Derivative Securities

concentrates on three main areas: the theory of continuous-time stochastic processes, a notorious barrier to the understanding of probability theory;

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