Advanced Finance Theories

By:

Ser-Huang Poon

Format:

Hardback

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Description

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.

Release date Australia

April 24th, 2018

Author

Ser-Huang Poon

Audience

Postgraduate, Research & Scholarly

Pages

228

ISBN-13

9789814460378

Product ID

21259738

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