World Scientific Publishing Company Incorporated
Advanced Finance Theories
Product Code:
9789814460378
ISBN13:
9789814460378
Condition:
New
$84.31
Advanced Finance Theories
$84.31
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.
| Author: Ser-Huang Poon |
| Publisher: World Scientific Publishing Company Incorporated |
| Publication Date: Apr 24, 2018 |
| Number of Pages: 228 pages |
| Language: English |
| Binding: Hardcover |
| ISBN-10: 9814460370 |
| ISBN-13: 9789814460378 |
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