Financial Markets Theory Equilibrium, Efficiency and Information
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 textb
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Emilio Barucci Claudio Fontana
Financial Markets Theory Equilibrium, Efficiency and Information Second Edition
Springer Finance Textbooks
Editorial Board Marco Avellaneda Giovanni Barone-Adesi Mark Broadie Mark Davis Emanuel Derman Claudia KlRuppelberg Walter Schachermayer
Springer Finance Textbooks Springer Finance is a programme of books addressing students, academics and practitioners working on increasingly technical approaches to the analysis of financial markets. It aims to cover a variety of topics, not only mathematical finance but foreign exchanges, term structure, risk management, portfolio theory, equity derivatives, and financial economics. This subseries of Springer Finance consists of graduate textbooks.
More information about this series at http://www.springer.com/series/3674
Emilio Barucci • Claudio Fontana
Financial Markets Theory Equilibrium, Efficiency and Information Second Edition
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Claudio Fontana Laboratoire de Probabilités et Modèles Aléatoires Université Paris Diderot (Paris 7) Paris, France
Emilio Barucci Dipartimento di Matematica Politecnico di Milano Milano, Italy
ISSN 1616-0533 Springer Finance ISBN 978-1-4471-7321-2 DOI 10.1007/978-1-4471-7322-9
ISSN 2195-0687 (electronic) ISBN 978-1-4471-7322-9 (eBook)
Library of Congress Control Number: 2017940989 Mathematics Subject Classification (2010): 91B06, 91B08, 91B16, 91B24, 91B25, 91B30, 91B50, 91G10, 91G20 © Springer-Verlag London Ltd. 2003, 2017 The author(s) has/have asserted their right(s) to be identified as the author(s) of this work in accordance with the Copyright, Designs and Patents Act 1988. This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, express or implied, with respect to the material contained herein or for any errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional claims in published maps and institutional affiliations. Printed on acid-free paper This Springer imprint is published by Springer Nature The registered company is Springer-Verlag London Ltd. The registered company address is: 236 Gray’s Inn Road, London WC1X 8HB, United Kingd
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