Continuous-Time Finance /
Robert C. Merton
- UK : Blackwell, 1992.
- xix, 732 pages : Illustration ; 23 cm.
Includes Index.
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.