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...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific Publishing Company Pte Limited
2018
|
| Schlagworte: | |
| Online-Zugang: | UBY01 Volltext |
| Zusammenfassung: | "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."-- |
| Beschreibung: | 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 |
| Beschreibung: | 1 online resource (226 pages) illustrations |
| ISBN: | 9789814460385 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV046810868 | ||
| 003 | DE-604 | ||
| 005 | 20201104 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 200716s2018 |||| o||u| ||||||eng d | ||
| 020 | |a 9789814460385 |9 978-981-4460-38-5 | ||
| 024 | 7 | |a 10.1142/8759 |2 doi | |
| 035 | |a (ZDB-124-WOP)00008759 | ||
| 035 | |a (OCoLC)1045420523 | ||
| 035 | |a (DE-599)BVBBV046810868 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-706 | ||
| 082 | 0 | |a 332.01 | |
| 084 | |a QK 620 |0 (DE-625)141668: |2 rvk | ||
| 100 | 1 | |a Poon, Ser-Huang |4 aut | |
| 245 | 1 | 0 | |a Advanced finance theories |c Ser-Huang Poon |
| 264 | 1 | |a Singapore |b World Scientific Publishing Company Pte Limited |c 2018 | |
| 300 | |a 1 online resource (226 pages) |b illustrations | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 500 | |a Includes bibliographical references and index | ||
| 500 | |a 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 | ||
| 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."-- | ||
| 650 | 4 | |a Finance | |
| 650 | 4 | |a Finance / Mathematical models | |
| 650 | 4 | |a Electronic books | |
| 650 | 0 | 7 | |a Finanzierung |0 (DE-588)4017182-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Theorie |0 (DE-588)4059787-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kapitalmarkt |0 (DE-588)4029578-3 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4522595-3 |a Fallstudiensammlung |2 gnd-content | |
| 689 | 0 | 0 | |a Kapitalmarkt |0 (DE-588)4029578-3 |D s |
| 689 | 0 | 1 | |a Finanzierung |0 (DE-588)4017182-6 |D s |
| 689 | 0 | 2 | |a Theorie |0 (DE-588)4059787-8 |D s |
| 689 | 0 | |5 DE-604 | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9789814460378 |
| 856 | 4 | 0 | |u http://www.worldscientific.com/worldscibooks/10.1142/8759 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-124-WOP | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-032219426 | ||
| 966 | e | |u http://www.worldscientific.com/worldscibooks/10.1142/8759 |l UBY01 |p ZDB-124-WOP |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804181616251109376 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Poon, Ser-Huang |
| author_facet | Poon, Ser-Huang |
| author_role | aut |
| author_sort | Poon, Ser-Huang |
| author_variant | s h p shp |
| building | Verbundindex |
| bvnumber | BV046810868 |
| classification_rvk | QK 620 |
| collection | ZDB-124-WOP |
| ctrlnum | (ZDB-124-WOP)00008759 (OCoLC)1045420523 (DE-599)BVBBV046810868 |
| dewey-full | 332.01 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.01 |
| dewey-search | 332.01 |
| dewey-sort | 3332.01 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02858nmm a2200517zc 4500</leader><controlfield tag="001">BV046810868</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20201104 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">200716s2018 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789814460385</subfield><subfield code="9">978-981-4460-38-5</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1142/8759</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-124-WOP)00008759</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1045420523</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV046810868</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-706</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.01</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 620</subfield><subfield code="0">(DE-625)141668:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Poon, Ser-Huang</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Advanced finance theories</subfield><subfield code="c">Ser-Huang Poon</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Singapore</subfield><subfield code="b">World Scientific Publishing Company Pte Limited</subfield><subfield code="c">2018</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (226 pages)</subfield><subfield code="b">illustrations</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="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."--</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance / Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Electronic books</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzierung</subfield><subfield code="0">(DE-588)4017182-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Theorie</subfield><subfield code="0">(DE-588)4059787-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kapitalmarkt</subfield><subfield code="0">(DE-588)4029578-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4522595-3</subfield><subfield code="a">Fallstudiensammlung</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Kapitalmarkt</subfield><subfield code="0">(DE-588)4029578-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Finanzierung</subfield><subfield code="0">(DE-588)4017182-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Theorie</subfield><subfield code="0">(DE-588)4059787-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9789814460378</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://www.worldscientific.com/worldscibooks/10.1142/8759</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-124-WOP</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-032219426</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://www.worldscientific.com/worldscibooks/10.1142/8759</subfield><subfield code="l">UBY01</subfield><subfield code="p">ZDB-124-WOP</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| genre | (DE-588)4522595-3 Fallstudiensammlung gnd-content |
| genre_facet | Fallstudiensammlung |
| 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 |
| open_access_boolean | |
| owner | DE-706 |
| owner_facet | DE-706 |
| 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 |