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Language: en
Pages: 217
Authors: David M. Kreps
Categories: Business & Economics
Type: BOOK - Published: 2019-09-19 - Publisher: Cambridge University Press

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"I began this monograph (which, at the time, was a nascent paper) with the objective of understandinghow and how well continuous-time models of economic phenome
The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
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Type: BOOK - Published: 2019-09-19 - Publisher: Cambridge University Press

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This book examines whether continuous-time models in frictionless financial economies can be well approximated by discrete-time models. It specifically looks to
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A comprehensive introduction of fundamental panel data methodologies.
Stochastic Finance
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Stochastic Finance provides an introduction to mathematical finance that is unparalleled in its accessibility. Through classroom testing, the authors have ident
Microeconomic Foundations II
Language: en
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Authors: David M. Kreps
Categories: Business & Economics
Type: BOOK - Published: 2023-05-23 - Publisher: Princeton University Press

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A cutting-edge introduction to key topics in modern economic theory for first-year graduate students in economics and related fields Volume II of Microeconomic