ADVANCED FINANCE THEORIES

von Poon Ser-Huang

226 Seiten, Hardcover

Kurzbeschreibung des Verlags

For PhD finance courses in business schools, there is equal emphasis placed on mathematical rigour as well as economic reasoning. Advanced Finance Theories 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.

• Themen: Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management Finanz- und Rechnungswesen Finanzenwesen und Finanzindustrie
• ISBN: 9789814460378
• Sprache: Englisch
• Erscheinungsdatum: 08.03.2018
• Größe: 235 x 157 mm
• Verlag: World Scientific