登入
選單
返回
Google圖書搜尋
Advanced Finance Theories
Ser-Huang Poon
出版
World Scientific
, 2017-12-31
主題
Business & Economics / Corporate Finance / General
Business & Economics / Finance / General
Business & Economics / Development / Economic Development
Mathematics / Applied
ISBN
9814460370
9789814460378
URL
http://books.google.com.hk/books?id=C-j1mQEACAAJ&hl=&source=gbs_api
註釋
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.