Advanced Finance Theories / Najlacnejšie knihy
Advanced Finance Theories

Code: 05070939

Advanced Finance Theories

by Ser-Huang Poon

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 ... more

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Book synopsis

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.

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