Pub. Date:
Springer London
Financial Markets Theory: Equilibrium, Efficiency and Information / Edition 1

Financial Markets Theory: Equilibrium, Efficiency and Information / Edition 1

by Emilio Barucci


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Product Details

ISBN-13: 9781852334697
Publisher: Springer London
Publication date: 12/11/2002
Series: Springer Finance / Springer Finance Textbooks Series
Edition description: 2003
Pages: 467
Product dimensions: 6.10(w) x 9.25(h) x 0.36(d)

About the Author

Emilio Barucci is full professor of financial mathematics at the Politecnico di Milano, Italy. He holds a Laurea degree from the University of Florence, Italy. His research interests include financial markets, portfolio optimization, and banking. He has extensive experience in working as an independent director in the financial sector.

Claudio Fontana is assistant professor at Paris Diderot University (Paris VII), France. He holds a Master of Advanced Studies in Finance from the ETH Zurich and the University of Zurich, Switzerland, and a PhD in Mathematical Sciences from the University of Padua, Italy. His research focuses on mathematical finance as well as the applications of stochastic processes.

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.

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