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A foundational text in continuous-time finance, this book presents mathematical models for investment, portfolio management, and options pricing. Robert C. Merton integrates theory and application to explore dynamic strategies in financial markets. The foreword by Paul A. Samuelson emphasizes the book’s significance in quantitative finance and its influence on both academic research and practical investment strategy. Includes bibliographical references and is intended for finance researchers, graduate students, and quantitative analysts.

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245: $a: Continuous-Time Finance
245: $b:
082: $a:
100: $a: Robert C. Merton
650: $a: Mathematical finance
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440: $v:
250: $b: Basil Blackwell Inc.
250: $c: 1990
020: $a: 0-631-15847-2
300: $a: 700