Financial Markets Theory: Equilibrium, Efficiency and Information
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
London
Springer London
2003
|
| Schriftenreihe: | Springer Finance
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 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 to follow the analysis are presented early in the book. The approach makes this a vital handbook for practitioners in insurance, banking, investment funds and financial consultancy, as well as an excellent graduate-reference textbook |
| Beschreibung: | 1 Online-Ressource (XII, 467 p) |
| ISBN: | 9781447100898 9781447110934 |
| ISSN: | 1616-0533 |
| DOI: | 10.1007/978-1-4471-0089-8 |
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Datensatz im Suchindex
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| discipline | Mathematik |
| doi_str_mv | 10.1007/978-1-4471-0089-8 |
| format | Electronic eBook |
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| spelling | Barucci, Emilio Verfasser aut Financial Markets Theory Equilibrium, Efficiency and Information by Emilio Barucci London Springer London 2003 1 Online-Ressource (XII, 467 p) txt rdacontent c rdamedia cr rdacarrier Springer Finance 1616-0533 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 to follow the analysis are presented early in the book. The approach makes this a vital handbook for practitioners in insurance, banking, investment funds and financial consultancy, as well as an excellent graduate-reference textbook Mathematics Finance Quantitative Finance Mathematik Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Kapitalmarkttheorie (DE-588)4137411-3 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 s Mathematisches Modell (DE-588)4114528-8 s 1\p DE-604 Kapitalmarkttheorie (DE-588)4137411-3 s 2\p DE-604 https://doi.org/10.1007/978-1-4471-0089-8 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Barucci, Emilio Financial Markets Theory Equilibrium, Efficiency and Information Mathematics Finance Quantitative Finance Mathematik Mathematisches Modell (DE-588)4114528-8 gnd Kapitalmarkttheorie (DE-588)4137411-3 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| subject_GND | (DE-588)4114528-8 (DE-588)4137411-3 (DE-588)4073788-3 |
| title | Financial Markets Theory Equilibrium, Efficiency and Information |
| title_auth | Financial Markets Theory Equilibrium, Efficiency and Information |
| title_exact_search | Financial Markets Theory Equilibrium, Efficiency and Information |
| title_full | Financial Markets Theory Equilibrium, Efficiency and Information by Emilio Barucci |
| title_fullStr | Financial Markets Theory Equilibrium, Efficiency and Information by Emilio Barucci |
| title_full_unstemmed | Financial Markets Theory Equilibrium, Efficiency and Information by Emilio Barucci |
| title_short | Financial Markets Theory |
| title_sort | financial markets theory equilibrium efficiency and information |
| title_sub | Equilibrium, Efficiency and Information |
| topic | Mathematics Finance Quantitative Finance Mathematik Mathematisches Modell (DE-588)4114528-8 gnd Kapitalmarkttheorie (DE-588)4137411-3 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| topic_facet | Mathematics Finance Quantitative Finance Mathematik Mathematisches Modell Kapitalmarkttheorie Kreditmarkt |
| url | https://doi.org/10.1007/978-1-4471-0089-8 |
| work_keys_str_mv | AT barucciemilio financialmarketstheoryequilibriumefficiencyandinformation |