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Financial Markets Theory: Equilibrium, Efficiency and Information
Emilio Barucci
€ 138.90
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Description for Financial Markets Theory: Equilibrium, Efficiency and Information
Hardback. .
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 ... Read more
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 ... Read more
Product Details
Publisher
Springer London Ltd
Format
Hardback
Publication date
2017
Series
Springer Finance
Condition
New
Number of Pages
836
Place of Publication
England, United Kingdom
ISBN
9781447173212
SKU
V9781447173212
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Emilio Barucci
Emilio Barucci is full professor of financial mathematics at the Politecnico di Milano, Italy. He holds a Laurea degree from the University of Florence, Italy. His research interests include financial markets, portfolio optimization, and banking. He has extensive experience in working as an independent director in the financial sector. Claudio Fontana is assistant professor at Paris Diderot ... Read more
Reviews for Financial Markets Theory: Equilibrium, Efficiency and Information
The book concerns the most important and discussed issues of the modern financial markets theory. It provides a detailed and comprehensive review of theories, models, puzzles and open problems discussed in the literature concerning quantitative finance. ... the book presents also a broad survey of empirical literature, including the most recent findings. The list of references contains more than one ... Read more