- 出版社:World Scientific Publishing Co Pte Ltd
- 出版年月:2018年 03月
- ISBN:9789814460378
- 装丁:HRD
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装丁について
- 言語:ENG
- 巻数・ページ数:228 p.
- 分類: 金融理論
- DDC分類:332.01
- 内容紹介:
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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.