Advanced finance theories /
Poon, Ser-Huang.
Advanced finance theories / Ser-Huang Poon. - Singapore : World Scientific, 2018. - 205 p. : ill. ; 24 cm. - Linguistics in the world .
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.
9789814460378
Finance.
Finance--Mathematical models.
Advanced finance theories / Ser-Huang Poon. - Singapore : World Scientific, 2018. - 205 p. : ill. ; 24 cm. - Linguistics in the world .
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.
9789814460378
Finance.
Finance--Mathematical models.