Financial Markets Theory : Equilibrium, Efficiency and Information Hardback
Part of the Springer Finance Textbooks series
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.
- Format: Hardback
- Pages: 467 pages, XII, 467 p.
- Publisher: Springer London Ltd
- Publication Date: 11/12/2002
- Category: Economic theory & philosophy
- ISBN: 9781852334697
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