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.
Product Identifiers
Publisher
Springer London Ltd
ISBN-13
9781852334697
eBay Product ID (ePID)
94722952
Product Key Features
Author
Emilio Barucci
Publication Name
Financial Markets Theory: Equilibrium, Efficiency and Information