๐”– Scriptorium
โœฆ   LIBER   โœฆ
๐Ÿ“

Financial Markets Theory: Equilibrium, Efficiency and Information (Springer Finance)

โœ Scribed by Emilio Barucci

Publisher
Springer
Year
2012
Tongue
English
Leaves
473
Category
Library
โฌ‡  Acquire This Volume

No coin nor oath required. For personal study only.

โœฆ Synopsis

A presentation of classical asset pricing theory, this textbook is the only one 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. Tools for understanding the economic analysis are provided, and mathematical models are presented in discrete time/finite state space for simplicity. Examples and exercises included.

๐Ÿ“œ SIMILAR VOLUMES

Financial Markets Theory: Equilibrium, E
๐Ÿ“ Financial Markets Theory: Equilibrium, Efficiency and Information
โœ Emilio Barucci (auth.) ๐Ÿ“‚ Library ๐Ÿ“… 2003 ๐Ÿ› Springer-Verlag London ๐ŸŒ English

<p><STRONG>Financial Markets Theory</STRONG> 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 evaluati

Financial Markets Theory: Equilibrium, E
๐Ÿ“ Financial Markets Theory: Equilibrium, Efficiency and Information
โœ Emilio Barucci, Claudio Fontana ๐Ÿ“‚ Library ๐Ÿ“… 2017 ๐Ÿ› Springer ๐ŸŒ English

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

Financial Markets Theory: Equilibrium, E
๐Ÿ“ Financial Markets Theory: Equilibrium, Efficiency and Information
โœ Emilio Barucci; Claudio Fontana ๐Ÿ“‚ Library ๐Ÿ“… 2017 ๐Ÿ› Springer ๐ŸŒ English

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

Financial Markets Theory: Equilibrium, E
๐Ÿ“ Financial Markets Theory: Equilibrium, Efficiency and Information
โœ Emilio Barucci, Claudio Fontana (auth.) ๐Ÿ“‚ Library ๐Ÿ“… 2017 ๐Ÿ› Springer-Verlag London ๐ŸŒ English

<p>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 tw

Mathematics of Financial Markets (Spring
๐Ÿ“ Mathematics of Financial Markets (Springer Finance)
โœ Robert J. Elliott, P. Ekkehard Kopp ๐Ÿ“‚ Library ๐Ÿ“… 2004 ๐Ÿ› Springer ๐ŸŒ English

This book provides a speedy but readable and comprehensive approach to financial math. For a slower and more careful approach to the mathematics, especially with regard to local martingales and the construction of the stochastic integral, I recommend Steele. An important warning about the 2nd edit