Advanced finance theories / Ser-Huang Poon.

By:

Poon, Ser-Huang

Material type: Text

TextSeries: Publication details: Singapore : World Scientific, 2018.Description: 205 p. : ill. ; 24 cmISBN:

9789814460378

Subject(s):

Summary: 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.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode
Books	Main-Graduate School Library General Circulation	332.01 P822 (Browse shelf(Opens below))	Available		3BPSU00043086W

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.

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Advanced finance theories / Ser-Huang Poon.

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