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Advanced Finance Theories

Language EnglishEnglish
Book Hardback
Book Advanced Finance Theories Ser-Huang Poon
Libristo code: 05070939
Publishers World Scientific Publishing Co Pte Ltd, April 2018
For PhD finance courses in business schools, there is equal emphasis placed on mathematical rigour a... Full description
? points 211 b
82.96 €
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For PhD finance courses in business schools, there is equal emphasis placed on mathematical rigour as well as economic reasoning. 'Lecture Notes on Continuous Time Finance in Economics' provides modern treatments to five key areas of finance theories in Merton's collection of continuous time work, viz. portfolio selection and capital market theory, optimum consumption and intertemporal portfolio selection, option pricing theory, contingent claim analysis of corporate finance, intertemporal CAPM, and complete market general equilibrium. Where appropriate, lectures notes are supplemented by other classical text such as Ingersoll (1987) and materials on stochastic calculus.

About the book

Full name Advanced Finance Theories
Author Ser-Huang Poon
Language English
Binding Book - Hardback
Date of issue 2018
Number of pages 228
EAN 9789814460378
ISBN 9814460370
Libristo code 05070939
Publishers World Scientific Publishing Co Pte Ltd
Weight 542
Dimensions 236 x 160 x 22

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance > Corporate finance
Mathematics & Science > Mathematics > Applied mathematics
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