Advanced Finance Theories

Business & Finance, Finance & Investing, Corporate Finance, Finance
Cover of the book Advanced Finance Theories by Ser-Huang Poon, World Scientific Publishing Company
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Ser-Huang Poon ISBN: 9789814460392
Publisher: World Scientific Publishing Company Publication: March 6, 2018
Imprint: WSPC Language: English
Author: Ser-Huang Poon
ISBN: 9789814460392
Publisher: World Scientific Publishing Company
Publication: March 6, 2018
Imprint: WSPC
Language: English

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.

Contents:

  • 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 Transform
  • Capital Structure Theory
  • General Equilibrium
  • Discontinuity in Continuous Time
  • Spanning and Capital Market Theories

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

  • Complete and explicit exposition of classical finance theories core to theoretical finance research
  • Modern treatments to some derivations
  • Supplementary coverage on key related publications and more recent finance research questions
  • Detailed proofs and explicit coverage to aid understanding by first year PhD students
  • List of exercises with suggested solutions
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

Contents:

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

More books from World Scientific Publishing Company

Cover of the book China's One Belt One Road Initiative by Ser-Huang Poon
Cover of the book Optical Detection of Cancer by Ser-Huang Poon
Cover of the book A Course in Analysis by Ser-Huang Poon
Cover of the book Reviews of Accelerator Science and Technology by Ser-Huang Poon
Cover of the book Quarks, Nuclei and Stars by Ser-Huang Poon
Cover of the book Sustainable Development by Ser-Huang Poon
Cover of the book Food Safety Assessment of Pesticide Residues by Ser-Huang Poon
Cover of the book Probability and Randomness by Ser-Huang Poon
Cover of the book International Strategic Relations and China's National Security by Ser-Huang Poon
Cover of the book Crop Biotechnology by Ser-Huang Poon
Cover of the book Uncertainty and Catastrophe Management by Ser-Huang Poon
Cover of the book Basic Theory of Fractional Differential Equations by Ser-Huang Poon
Cover of the book From Bessel to Multi-Index MittagLeffler Functions by Ser-Huang Poon
Cover of the book The Challenge of Making Cities Liveable in East Asia by Ser-Huang Poon
Cover of the book Malaria Vaccines by Ser-Huang Poon
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy