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

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

**Financial Markets Theory** presents classical asset pricing theory, a theory composed of milestones such as portfolio selection, risk aversion, fundamental asset pricing theorem, portfolio frontier, CAPM, CCAPM, APT, the Modigliani-Miller Theorem, no arbitrage/risk neutral evaluation and information in financial markets. Starting from an analysis of the empirical tests of the above theories, the author provides a discussion of the most recent literature, pointing out the main advancements within classical asset pricing theory and the new approaches designed to address open problems (e.g. behavioural finance). It is the only textbook to address the economic foundations of financial markets theory from a mathematically rigorous standpoint, and to offer a self-contained critical discussion, based on empirical results. **Financial Markets Theory** is an advanced book, well-suited for a first graduate course in financial markets, economics or financial mathematics. It is self-contained and introduces topics in a setting accessible to economists and practitioners equipped with a basic mathematical background. For those not acquainted with standard microeconomic theory, the tools needed

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

Author

Emilio Barucci (auth.)

Publisher

Springer-Verlag London

Published

2003

Language

EN

ISBN

9781447100898

Category

nonfiction

Subjects

Finance, Mathematics, Business