| Description |
xii, 467 pages : illustrations ; 24 cm |
| Series |
Springer finance |
|
Springer finance.
|
| Contents |
1. Prerequisites -- 2. Choices under Risk -- 3. Stochastic Dominance, Mutual Funds Separation and Portfolio Frontier -- 4. General Equilibrium Theory and Risk Exchange -- 5. Risk Premium: Capital Asset Pricing Model and Asset Pricing Theory -- 6. Multiperiod Market Models -- 7. Information and Financial Markets -- 8. Uncertainty, Rationality and Heterogeneity -- 9. Financial Markets Microstructure -- 10. Corporate Finance -- 11. Intermediation and Regulation |
| Summary |
"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 follow the analysis are presented early in the book. The approach makes this a vital handbook for practitioners in insurance, banking, investment funds and financial consultancy, as well as an excellent graduate-reference textbook."--BOOK JACKET |
| Bibliography |
Includes bibliographical references (pages 391-459) and index |
| Subject |
Capital market -- Mathematical models.
|
|
Equilibrium (Economics) -- Mathematical models.
|
| LC no. |
2002044518 |
| ISBN |
185233469X hardback alkaline paper |
|
