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Financial Markets Theory: Equilibrium, Efficiency and Information (Springer Finance)

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Review

“The book concerns the most important and discussed issues of the modern financial markets theory. It provides a detailed and comprehensive review of theories, models, puzzles and open problems discussed in the literature concerning quantitative finance. … the book presents also a broad survey of empirical literature, including the most recent findings. The list of references contains more than one and half thousand positions.” (Paweł Kliber, zbMATH 1390.91001, 2018)

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From the Back Cover

This work, now in a thoroughly revised second edition, presents the economic foundations of financial markets theory from a mathematically rigorous standpoint and offers a self-contained critical discussion based on empirical results. It is the only textbook on the subject to include more than two hundred exercises, with detailed solutions to selected exercises.Financial Markets Theory covers classical asset pricing theory in great detail, including utility theory, equilibrium theory, portfolio selection, mean-variance portfolio theory, CAPM, CCAPM, APT, and the Modigliani-Miller theorem. Starting from an analysis of the empirical evidence on the theory, the authors provide a discussion of the relevant literature, pointing out the main advances in classical asset pricing theory and the new approaches designed to address asset pricing puzzles and open problems (e.g., behavioral finance). Later chapters in the book contain more advanced material, including on the role of information in financial markets, non-classical preferences, noise traders and market microstructure.This textbook is aimed at graduate students in mathematical finance and financial economics, but also serves as a useful reference for practitioners working in insurance, banking, investment funds and financial consultancy. Introducing necessary tools from microeconomic theory, this book is highly accessible and completely self-contained.

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Product details

Series: Springer Finance

Hardcover: 836 pages

Publisher: Springer; 2nd ed. 2017 edition (June 9, 2017)

Language: English

ISBN-10: 144717321X

ISBN-13: 978-1447173212

Product Dimensions:

6.1 x 1.8 x 9.2 inches

Shipping Weight: 3 pounds (View shipping rates and policies)

Average Customer Review:

4.0 out of 5 stars

1 customer review

Amazon Best Sellers Rank:

#577,771 in Books (See Top 100 in Books)

Financial Markets Theory goes through major topics in financial theory, some asset pricing but a majority is corporate finance. The author just goes through point after point of results and has many cites for every finding he presents. Fairly easy read. Looks like class notes though, as some results have proofs while others do not. This is not necessarily bad, but was just something a little odd.The reader should have at least an intermediate background in asset pricing and corporate finance prior to reading this book. Otherwise, the discussion maybe a little hard to follow. Many highly theoretical discussions (e.g., stochastic dominance, expected utility theory, and Pareto optimality). The most beneficial part, in my opinion, is the summary of empirical results are very helpful although the book is quite dated (copyright in 2003), so an update with more recent results maybe helpful.

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