Table of Contents

Foreword (W.A. Brock). Results from Probability. Stochastic Calculus. Applications in Economics. Applications in Finance. Selected Bibliography.

Details

No. of pages:
303
Language:
English
Copyright:
© 1982
Published:
Imprint:
North Holland
Print ISBN:
9780444862013
Electronic ISBN:
9780080517780

About the editors

A.G. Malliaris

Affiliations and Expertise

with a Foreword and Contributions by

Reviews

@from:R. Kihlstrom @qu:This book will almost certainly become a basic reference for academic researchers in finance. It will also find wide use as a textbook for Ph.D. students in finance and economics. @source:Mathematical Reviews