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Chapter Overview
Chapter 1: AudiobookHub Recommendation
Chapter 2: Foundations of modern finance and continuous-time modeling
Chapter 3: Optimal consumption and portfolio choices
Chapter 4: Option and warrant pricing theory
Chapter 5: Corporate finance and contingent-claim analysis
Chapter 6: Capital asset pricing and intertemporal equilibrium
Chapter 7: Applications within public finance
Description
Continuous-Time Finance (1990) looks at the mathematical foundations of financial markets, focusing on the use of continuous-time models to analyze pricing, risk management, and investment strategies. Combining theory with practical applications, it has become a cornerstone in quantitative finance.
Who Should Listen
- Aspiring financial analysts looking to deepen quantitative modeling skills
- Seasoned investment professionals aiming to enhance risk management strategies
- Ambitious graduate students studying advanced finance and economics concepts