Advanced Finance Theories

Title Advanced Finance Theories
Author(s) Ser-Huang Poon 
Publisher World Scientific Publishing Co Pte Ltd (May 8, 2018)
ISBN ISBN-13: 978-9814460378
ISBN-10: 9814460370
Length228 pages

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.

Readership: Graduates, doctoral students, researchers, academic and professionals in theoretical financial modeling in mainstream finance or derivative securities.

Click to Read (Download)

Leave a Reply

Your email address will not be published. Required fields are marked *