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Financial Markets Theory: Equilibrium, Efficiency and Information (Springer Finance), by Emilio Barucci
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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.
- Sales Rank: #8098269 in Books
- Published on: 2013-10-04
- Released on: 2013-10-04
- Original language: English
- Number of items: 1
- Dimensions: 9.25" h x 1.09" w x 6.10" l, 1.48 pounds
- Binding: Paperback
- 467 pages
Most helpful customer reviews
1 of 1 people found the following review helpful.
Decent summary of the theory and empirical results
By C. Ang
Financial Markets Theory goes through major topics in financial theory, some asset pricing but a majority is corporate finance. The author just goes through point after point of results and has many cites for every finding he presents. Fairly easy read. Looks like class notes though, as some results have proofs while others do not. This is not necessarily bad, but was just something a little odd.
The reader should have at least an intermediate background in asset pricing and corporate finance prior to reading this book. Otherwise, the discussion maybe a little hard to follow. Many highly theoretical discussions (e.g., stochastic dominance, expected utility theory, and Pareto optimality). The most beneficial part, in my opinion, is the summary of empirical results are very helpful although the book is quite dated (copyright in 2003), so an update with more recent results maybe helpful.
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