Description |
xii, 467 pages : illustrations ; 24 cm |
Series |
Springer finance |
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Springer finance.
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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.
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Equilibrium (Economics) -- Mathematical models.
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LC no. |
2002044518 |
ISBN |
185233469X hardback alkaline paper |
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