Advanced Finance Theories
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Book Overview For PhD finance courses in business schools, there is equal emphasis placed on mathematical rigour as well as economic reasoning. Advance...
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.
Book Details Format: Hardcover | Pages: 228 | Language: English | Publisher: WORLD SCIENTIFIC PUB CO INC | ISBN: 9814460370
FormatHardcover
Pages228
LanguageEnglish
ISBN9814460370
EAN9789814460378
PublisherWORLD SCIENTIFIC PUB CO INC
Publication Date1970-01-01
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight1.04 Pounds
Length9.0 Inches
Width6.0 Inches
Height0.56 Inches
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