Merton, Robert C. Continuous-time finance. (English) Zbl 1019.91502 Cambridge, MA: Blackwell. xix, 732 p. (1999). 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 financial choice, corporate finance, financial intermediation, capital markets, and selected topics on the interface between private and public finance. For this revised edition a new section on managing university endowments has been added. The book begins with a foreword by Paul Samuelson. Cited in 4 ReviewsCited in 164 Documents MSC: 91-02 Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance 91Gxx Actuarial science and mathematical finance PDFBibTeX XMLCite \textit{R. C. Merton}, Continuous-time finance. Cambridge, MA: Blackwell (1999; Zbl 1019.91502)