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＜電子ブック＞
Financial Markets Theory : Equilibrium, Efficiency and Information / by Emilio Barucci, Claudio Fontana
(Springer Finance Textbooks. ISSN:29459125)

版	2nd ed. 2017.
出版者	(London : Springer London : Imprint: Springer)
出版年	2017
大きさ	XV, 836 p. 16 illus : online resource
著者標目	*Barucci, Emilio author Fontana, Claudio author SpringerLink (Online service)
件　名	LCSH:Social sciences—Mathematics LCSH:Macroeconomics LCSH:Econometrics LCSH:Actuarial science LCSH:Finance FREE:Mathematics in Business, Economics and Finance FREE:Macroeconomics and Monetary Economics FREE:Quantitative Economics FREE:Actuarial Mathematics FREE:Financial Economics
一般注記	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 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 HTTP:URL=https://doi.org/10.1007/978-1-4471-7322-9

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