Financial markets theory : equilibrium, efficiency and information /: equilibrium, efficiency and information. (2017)

• Record Type: Book
• Further Information: Note: Emilio Barucci, Claudio Fontana.
• Authors: Barucci, Emilio, 1968-; Fontana, Claudio
• 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.
• Publisher Details: London, United Kingdom : Springer
• Publication Date: 2017
• Extent: 1 online resource (xvii, 838 pages), illustrations
• Subjects: 332/.0415; Mathematics; Capital market -- Mathematical models; Equilibrium (Economics) -- Mathematical models; Capital market -- Mathematical models; Equilibrium (Economics) -- Mathematical models; Business & Economics -- Economics -- Macroeconomics; Business & Economics -- Economics -- Theory; Business & Economics -- Insurance -- General; Business & Economics -- Finance; Macroeconomics; Economic theory & philosophy; Insurance & actuarial studies; Finance; Finance; Macroeconomics; Economic theory; Mathematics -- Applied; Finance & accounting; Electronic books
• Languages: English
• ISBNs: 9781447173229; 1447173228; 9781447173212
• Related ISBNs: 9781447173212; 144717321X
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (SpringerLink, viewed June 14, 2017).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.