Advanced finance theories:
"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 selec...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Singapore
World Scientific Publishing Company Pte Limited
2018
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| Subjects: | |
| Online Access: | UBY01 Volltext |
| Summary: | "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."-- |
| Item Description: | Includes bibliographical references and index Utility Theory -- Pricing Kernel and Stochastic Discount Factor -- Risk Measures -- Consumption and Portfolio Selection -- Optimum Demand and Mutual Fund Theorem -- Mean-Variance Frontier -- Solving Black-Scholes with Fourier TransformCapital Structure Theory -- General Equilibrium -- Discontinuity in Continuous Time -- Spanning and Capital Market Theories |
| Physical Description: | 1 online resource (226 pages) illustrations |
| ISBN: | 9789814460385 |
Staff View
MARC
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| 520 | |a "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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Record in the Search Index
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| dewey-ones | 332 - Financial economics |
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| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV046810868 |
| illustrated | Illustrated |
| index_date | 2024-07-03T14:58:51Z |
| indexdate | 2024-07-10T08:54:29Z |
| institution | BVB |
| isbn | 9789814460385 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032219426 |
| oclc_num | 1045420523 |
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| physical | 1 online resource (226 pages) illustrations |
| psigel | ZDB-124-WOP |
| publishDate | 2018 |
| publishDateSearch | 2018 |
| publishDateSort | 2018 |
| publisher | World Scientific Publishing Company Pte Limited |
| record_format | marc |
| spelling | Poon, Ser-Huang aut Advanced finance theories Ser-Huang Poon Singapore World Scientific Publishing Company Pte Limited 2018 1 online resource (226 pages) illustrations txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and index Utility Theory -- Pricing Kernel and Stochastic Discount Factor -- Risk Measures -- Consumption and Portfolio Selection -- Optimum Demand and Mutual Fund Theorem -- Mean-Variance Frontier -- Solving Black-Scholes with Fourier TransformCapital Structure Theory -- General Equilibrium -- Discontinuity in Continuous Time -- Spanning and Capital Market Theories "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."-- Finance Finance / Mathematical models Electronic books Finanzierung (DE-588)4017182-6 gnd rswk-swf Theorie (DE-588)4059787-8 gnd rswk-swf Kapitalmarkt (DE-588)4029578-3 gnd rswk-swf (DE-588)4522595-3 Fallstudiensammlung gnd-content Kapitalmarkt (DE-588)4029578-3 s Finanzierung (DE-588)4017182-6 s Theorie (DE-588)4059787-8 s DE-604 Erscheint auch als Druck-Ausgabe 9789814460378 http://www.worldscientific.com/worldscibooks/10.1142/8759 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Poon, Ser-Huang Advanced finance theories Finance Finance / Mathematical models Electronic books Finanzierung (DE-588)4017182-6 gnd Theorie (DE-588)4059787-8 gnd Kapitalmarkt (DE-588)4029578-3 gnd |
| subject_GND | (DE-588)4017182-6 (DE-588)4059787-8 (DE-588)4029578-3 (DE-588)4522595-3 |
| title | Advanced finance theories |
| title_auth | Advanced finance theories |
| title_exact_search | Advanced finance theories |
| title_exact_search_txtP | Advanced finance theories |
| title_full | Advanced finance theories Ser-Huang Poon |
| title_fullStr | Advanced finance theories Ser-Huang Poon |
| title_full_unstemmed | Advanced finance theories Ser-Huang Poon |
| title_short | Advanced finance theories |
| title_sort | advanced finance theories |
| topic | Finance Finance / Mathematical models Electronic books Finanzierung (DE-588)4017182-6 gnd Theorie (DE-588)4059787-8 gnd Kapitalmarkt (DE-588)4029578-3 gnd |
| topic_facet | Finance Finance / Mathematical models Electronic books Finanzierung Theorie Kapitalmarkt Fallstudiensammlung |
| url | http://www.worldscientific.com/worldscibooks/10.1142/8759 |
| work_keys_str_mv | AT poonserhuang advancedfinancetheories |