Advanced Finance Theories

Authors : Ser-Huang Poon (Manchester University, UK)

Publisher : World Scientific

ISBN : 978-981-4460-37-8

There are currently no reviews for this book title.
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.
"Ser-Huang Poon is a Professor of Finance at Manchester Business School and has held several visiting appointments at universities in the US, Canada, the Netherlands, Australia and Singapore. She is internationally renowned for her volatility research. Her work, with Nobel laureate Clive Granger, was cited on the Nobel web site as reference reading in volatility, and has won the Financial Analysts Journal Graham and Dodd Scroll Award for Excellence for 2005. She has published papers in international journals and has written three books.

All proceeds from the royalty derived from this book is to be contributed to the Nightline Association, P.O. Box 2398, Ilford, IG1 8ED, United Kingdom to provide emotional support to students in distress, to reduce mental health stigma and to raise awareness of maintaining emotional well-being."
There are currently no reviews for this book title.
Buy this book,, 13575, false


Click on the "Buy this book" button
You can email us at and we will get back to you with the next steps shortly.

All featured publishers and authors can avail of a free promotional interview on Enago Academy! Write to us now!

[contact-form-7 id="40123" title="Global popup two"]

    Researchers Poll

    According to you, which is the most reliable Open Access Journal finder tool to publish your research?