書目名稱 | Financial Markets Theory | 副標題 | Equilibrium, Efficie | 編輯 | Emilio Barucci | 視頻video | http://file.papertrans.cn/344/343110/343110.mp4 | 概述 | Provides up-to-date economic perspective.The only book to assess the how the empirical testing of financial markets has motivated research.Ideal as a graduate textbook, with examples and exercises.Als | 叢書名稱 | Springer Finance | 圖書封面 |  | 描述 | .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 | 出版日期 | Textbook 20031st edition | 關(guān)鍵詞 | Analysis; Assets; Banking; Finance; Graduate level; Insurance; Mathematical finance; Microeconomics; Researc | 版次 | 1 | doi | https://doi.org/10.1007/978-1-4471-0089-8 | isbn_softcover | 978-1-4471-1093-4 | isbn_ebook | 978-1-4471-0089-8Series ISSN 1616-0533 Series E-ISSN 2195-0687 | issn_series | 1616-0533 | copyright | Springer-Verlag London 2003 |
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