Continuous-Time Finance

摘要: Section I: Introductin to Finance and the Mathematics of Continuous-Time Models 1 Modern 2 Introduction Portfolio Selection Capital Market Theory: Static Analysis 3 On Economic Assumptions Financial II: Optimum Consumption in 4. Lifetime under Uncertainty: The Case 5. Rules a Model 6. Further Developments theory Optimal III: Warrant Option Pricing Theory 7. A Complete Maximizes Utility 8. Rational 9. when Underlying Stock Returns are Discontinuous 10. IV: Contingent-Claims Corporate Intermediation 11. Dynamic General Equilibrium Asset its Application Structure Firm 12. Debt: Risk Interest Rates 13. Contingent Claims Modigliani-Miller Theorem 14. V: An Intertemporal-Equilibrium 15. Intertemporal 16. VI: Applications Selected Issues Public 17. Asymptotic Growth Under Uncertainty 18. Consumption-Indexed Pension Plans 19. Analytic Derivation Cost Loan Guarantees Deposit Insurance 20. there Surveillance Costs