Advanced Finance Theories
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 a...
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| Format: | Book |
| Language: | English |
| Published: |
Singapore
World Scientific
2018
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| Subjects: | |
| Online Access: | Click Here to View Status and Holdings. |
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Add Tag | 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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| Physical Description: | xix, 205 pages illustrations` 24 cm |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9789814460378 |
Finance investments, institutions, and management