Lecture Notes on Continuous Time Finance in Economics

By Ser-Huang Poon

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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.

Format:Hardcover

Language:English

ISBN:9814460370

ISBN13:9789814460378

Release Date:May 2018

Publisher:World Scientific Publishing Company

Length:228 Pages

Weight:1.04 lbs.

Dimensions:0.6" x 6.0" x 9.0"

Related Subjects

Business Business & Investing Math Mathematics Science & Math

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Lecture Notes on Continuous Time Finance in Economics

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