Financial Markets Theory Equilibrium, Efficiency and Information /

• Main Authors: Barucci, Emilio (Author), Fontana, Claudio (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: London : Springer London : Imprint: Springer, 2017.
• Edition: 2nd ed. 2017.
• Series: Springer Finance,
• Subjects: Mathematics.; Finance.; Economics, Mathematical.; Actuarial science.; Economic theory.; Macroeconomics.; Quantitative Finance.; Macroeconomics/Monetary Economics//Financial Economics.; Economic Theory/Quantitative Economics/Mathematical Methods.; Actuarial Sciences.; Finance, general.

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 h...

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.