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612-822-4611
Advanced Finance Theories

Advanced Finance Theories

Hardcover

Investing & FinanceGeneral Mathematics

ISBN10: 9814460370
ISBN13: 9789814460378
Publisher: World Scientific Publishing Company
Published: Mar 18 2018
Pages: 228
Weight: 1.04
Height: 0.56 Width: 6.00 Depth: 9.00
Language: English

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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Investing & Finance