Advanced Finance Theories

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...

Full description

Saved in:
Bibliographic Details
Main Author: Poon, Ser- Huang (Author)
Format: Book
Language:English
Published: Singapore World Scientific 2018
Subjects:
Finance
Finance > Mathematical models
Online Access:Click Here to View Status and Holdings.
Tags: Add Tag
No Tags, Be the first to tag this record!

MARC

LEADER 00000nam#a2200000#i#4501
001 wils-930289
005 201884144911
008 190814t2018 SI ### ##001 ENG#D
020 # # |a 9789814460378  |q hardback 
040 # # |a UiTM  |b eng  |d UiTM  |e rda 
041 0 # |a eng 
090 0 0 |a HG101  |b .P66 2018 
100 1 # |a Poon, Ser- Huang  |e author 
245 1 0 |a Advanced Finance Theories  |c Ser-Huang Poon 
264 # 1 |a Singapore  |b World Scientific  |c 2018 
264 # 4 |c ©2018 
300 # # |a xix, 205 pages  |b illustrations`  |c 24 cm 
336 # # |a text  |2 rdacontent 
337 # # |a unmediated  |2 rdamedia 
338 # # |a volume  |2 rdacarrier 
504 # # |a Includes bibliographical references and index. 
520 # # |a 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. 
650 # 0 |a Finance 
650 # 0 |a Finance  |x Mathematical models 
856 4 0 |z Click Here to View Status and Holdings.  |u https://opac.uitm.edu.my/opac/detailsPage/detailsHome.jsp?tid=930289 

Similar Items