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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.

MSC:

91-02 Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
91Gxx Actuarial science and mathematical finance
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