rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Financial Markets Theory
    sub title: Equilibrium, Efficiency and Information
  name:
    name part: Barucci, Emilio.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Fontana, Claudio.
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: xxk
    date issued: 2017
    edition: 2nd ed. 2017.
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XV, 836 p. 16 illus. online resource.
  abstract: 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.
  table of contents: 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.
  note: by Emilio Barucci, Claudio Fontana.
  subject:
    topic: Mathematics
  subject:
    topic: Finance
  subject:
    topic: Economics, Mathematical
  subject:
    topic: Actuarial science
  subject:
    topic: Economic theory
  subject:
    topic: Macroeconomics
  subject:
    topic: Mathematics
  subject:
    topic: Quantitative Finance
  subject:
    topic: Macroeconomics/Monetary Economics//Financial Economics
  subject:
    topic: Economic Theory/Quantitative Economics/Mathematical Methods
  subject:
    topic: Actuarial Sciences
  subject:
    topic: Finance, general
  classification: HB135-147
  classification: 519
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Springer Finance
  identifier: 9781447173229
  identifier: http://dx.doi.org/10.1007/978-1-4471-7322-9
  record info:
    record creation date: 170608
    record change date: 20170619201109.0
    record identifier: 978-1-4471-7322-9