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Financial markets theory = equilibrium, efficiency and information /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Financial markets theory/ by Emilio Barucci, Claudio Fontana.
Reminder of title:	equilibrium, efficiency and information /
Author:	Barucci, Emilio.
other author:	Fontana, Claudio.
Published:	London :Springer London : : 2017.,
Description:	xv, 836 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
Subject:	Capital market - Mathematical models. -
Online resource:	http://dx.doi.org/10.1007/978-1-4471-7322-9
ISBN:	9781447173229

Financial markets theory = equilibrium, efficiency and information /
Barucci, Emilio.

Financial markets theoryequilibrium, efficiency and information /[electronic resource] :by Emilio Barucci, Claudio Fontana. - 2nd ed. - London :Springer London :2017. - xv, 836 p. :ill., digital ;24 cm. - Springer finance,1616-0533. - Springer finance..

Prerequisites -- Choices under Risk -- Portfolio, Insurance and Saving Decisions -- General Equilibrium Theory and No-arbitrage -- Factor Asset Pricing Models: CAPM and APT -- Multi-period Models: Portfolio Choice, Equilibrium and No-arbitrage -- Multi-period Models: Empirical Tests -- Information and Financial Markets -- Uncertainty, Rationality and Heterogeneity -- Financial Markets Microstructure -- Solutions of Selected Exercises.

This work, now in a thoroughly revised second edition, presents the economic foundations of financial markets theory from a mathematically rigorous standpoint and offers a self-contained critical discussion based on empirical results. It is the only textbook on the subject to include more than two hundred exercises, with detailed solutions to selected exercises. Financial Markets Theory covers classical asset pricing theory in great detail, including utility theory, equilibrium theory, portfolio selection, mean-variance portfolio theory, CAPM, CCAPM, APT, and the Modigliani-Miller theorem. Starting from an analysis of the empirical evidence on the theory, the authors provide a discussion of the relevant literature, pointing out the main advances in classical asset pricing theory and the new approaches designed to address asset pricing puzzles and open problems (e.g., behavioral finance) Later chapters in the book contain more advanced material, including on the role of information in financial markets, non-classical preferences, noise traders and market microstructure. This textbook is aimed at graduate students in mathematical finance and financial economics, but also serves as a useful reference for practitioners working in insurance, banking, investment funds and financial consultancy. Introducing necessary tools from microeconomic theory, this book is highly accessible and completely self-contained.

ISBN: 9781447173229

Standard No.: 10.1007/978-1-4471-7322-9doiSubjects--Topical Terms:

714663
Capital market
--Mathematical models.

LC Class. No.: HG4523

Dewey Class. No.: 332.0415

Financial markets theory = equilibrium, efficiency and information /
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505 0 $a Prerequisites -- Choices under Risk -- Portfolio, Insurance and Saving Decisions -- General Equilibrium Theory and No-arbitrage -- Factor Asset Pricing Models: CAPM and APT -- Multi-period Models: Portfolio Choice, Equilibrium and No-arbitrage -- Multi-period Models: Empirical Tests -- Information and Financial Markets -- Uncertainty, Rationality and Heterogeneity -- Financial Markets Microstructure -- Solutions of Selected Exercises.
520 $a This work, now in a thoroughly revised second edition, presents the economic foundations of financial markets theory from a mathematically rigorous standpoint and offers a self-contained critical discussion based on empirical results. It is the only textbook on the subject to include more than two hundred exercises, with detailed solutions to selected exercises. Financial Markets Theory covers classical asset pricing theory in great detail, including utility theory, equilibrium theory, portfolio selection, mean-variance portfolio theory, CAPM, CCAPM, APT, and the Modigliani-Miller theorem. Starting from an analysis of the empirical evidence on the theory, the authors provide a discussion of the relevant literature, pointing out the main advances in classical asset pricing theory and the new approaches designed to address asset pricing puzzles and open problems (e.g., behavioral finance) Later chapters in the book contain more advanced material, including on the role of information in financial markets, non-classical preferences, noise traders and market microstructure. This textbook is aimed at graduate students in mathematical finance and financial economics, but also serves as a useful reference for practitioners working in insurance, banking, investment funds and financial consultancy. Introducing necessary tools from microeconomic theory, this book is highly accessible and completely self-contained.
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