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ADVANCED FINANCE THEORIES

ADVANCED FINANCE THEORIES

Advanced Finance Theories

SER-HUANG POON

93,55 €
IVA incluido
Disponible
Editorial:
World Scientific Publishing Co Pte Ltd
Año de edición:
2018
Materia
Finanzas
ISBN:
9789814460378
Páginas:
352
Encuadernación:
Rústica
93,55 €
IVA incluido
Disponible

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Sobre IBD

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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