Financial Markets in Continuous Time
Contributors: Anna Kennedy (Translator)
Edition: 1 edition
Publisher: Springer
Published: January 17, 2003
Language: eng
Format: Hardcover
Number of pages: 330
ISBN-13: 9783540434030
Subjects: Finance; Mathematical modelling; Equilibrium (Economics); Business / Economics / Finance; Business & Economics; Probability & Statistics - General; Business/Economics; Options (Finance); Economics - General; Business & Economics / Finance; complete and incomplete markets; equilibrium; investment; optimisation of consumption; pricing; Mathematical models
First sentence: Here we study a financial market with two dates, time 0 and time 1, in the very simple case of two possible states of the world at time 1.