Penn State

Fenghua Song - Associate Professor of Finance, Penn State University Park

Book Title: Continuous-Time Finance

Author: Robert C. Merton

Book Description:

This book opened the door of finance to me when I was still an undergraduate student. As a student major in engineering, I was fascinated by the wonderland introduced by Merton and excited to see how mathematical and engineering tools can be applied to solve finance problems. This book influenced my decision to switch from engineering to finance and a large part of my career.


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