Continuous-Time Finance （Reprint）

個数：

Continuous-Time Finance （Reprint）

  • 提携先の海外書籍取次会社に在庫がございます。通常3週間で発送いたします。
    【重要ご説明事項】
    1. 納期遅延や、ご入手不能となる場合が若干ございます。
    2. 複数冊ご注文の場合、分割発送となる場合がございます。
    3. 美品のご指定は承りかねます。
  • 【入荷遅延について】
    世界情勢の影響により、海外からお取り寄せとなる洋書・洋古書の入荷が、表示している標準的な納期よりも遅延する場合がございます。
    おそれいりますが、あらかじめご了承くださいますようお願い申し上げます。
  • ◆画像の表紙や帯等は実物とは異なる場合があります。
  • ◆ウェブストアでの洋書販売価格は、弊社店舗等での販売価格とは異なります。
    また、洋書販売価格は、ご注文確定時点での日本円価格となります。
    ご注文確定後に、同じ洋書の販売価格が変動しても、それは反映されません。
  • 製本 Paperback:紙装版/ペーパーバック版／ページ数 500 p.
  • 言語 ENG
  • 商品コード 9780631185086
  • DDC分類 332

基本説明

Provides an overview and synthesis of finance theory from the perspective of continuous-time analysis that covers individual financial choice, corporate finance, financial intermediation, capital markets, and selected topics on the interface between private and public finance.

Full Description

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 finance choice, corporate finance, financial intermediation, capital markets, and selected topics on the interface between private and public finance.

Contents

Foreword by Paul A. Samuelson. Preface.

.

Part I: Introduction to Finance and the Mathematics of Continuous-time Models:.

1. Modern Finance.

2. Introduction to Portfolio Selection and Capital Market Theory: Static Analysis.

3. On the Mathematics and Economic Assumptions of Continuous-time Financial Models.

Part II: Optimum Consumption and Portfolio Selection in Continuous-time Models:.

4. Lifetime Portfolio Selection under Uncertainty: The Continuous-time Case.

5. Optimum Consumption and Portfolio Rules in a Continuous-time Model.

6. Further Developments in Theory of Optimal Consumption and Portfolio Selection.

Part III: Warrant and Option Pricing Theory:.

7. A Complete Model of Warrant Pricing that Maximizes Utility.

8. Theory of Rational Option Pricing.

9. Option Pricing when Underlying Stock Returns are Discontinuous.

10. Further Developments in Option Pricing Theory.

Part IV: Contingent-Claims Analysis in the Theory of Corporate Finance and Financial Intermediation:.

11. A Dynamic General Equilibrium Model of the Asset Market and its Application to the Pricing of the Capital Structure of the Firm.

12. On the Pricing of Corporate Debt: The Risk Structure of Interest Rates.

13. On the Pricing of Contingent Claims and the Modigliani-Miller Theorem.

14. Contingent Claims Analysis in the Theory of Corporate Finance and Financial Intermediation.

Part V: An Intertemporal-Equilibrium Theory of Finance:.

15. An Intertemporal Capital Asset Pricing Model.

16. A General Equilibrium Theory of Finance in Continuous Time.

Part VI: Applications of the Continuous-Time Model to Selected Issues in Public Finance:.

17. An Asymptotic Theory of Growth Under Uncertainty.

18. On Consumption-Indexed Public Pension Plans.

19. An Analytic Derivation of the Cost of Loan Guarantees and Deposit Insurance.

20. On the Cost of Deposit Insurance when there are Surveillance Costs.

21. Optimal Investment Strategies for University Endowment Funds.

Bibliography.

Author Index.

Subject Index.