Continuous Financial Processes

R. E. Beckwith

Journal of Financial and Quantitative Analysis, 1968, vol. 3, issue 2, 113-133

Abstract: The arithmetic formulas appearing in the mathematics of finance are practically useless unless one has available either excellent tables and infinite patience, or working computer programs, a machine, and a budget. The present article shows how a number of useful topics in this area can be dealt with effectively by the more tractable mathematics of continuous processes. The methods yield approximate answers of high quality, and in some cases exact answers as well, with small effort, and have obvious applications in “truth in lending” investigations.

Date: 1968
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