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Financial Markets Theory: Equilibrium, Efficiency and Information (Springer Finance) by Emilio Barucci and Claudio Fontana is a nonfiction available to read on EtoBox.

What is Financial Markets Theory: Equilibrium, Efficiency and Information (Springer Finance) about?

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

Who reads Financial Markets Theory: Equilibrium, Efficiency and Information (Springer Finance)?

Author

Emilio Barucci and Claudio Fontana

Publisher

Springer London Imprint : Springer

Published

2017

Language

EN

ISBN

9781447173229

Category

nonfiction

Subjects

Economics, Mathematics, Business