Financial Markets Theory | Autor, ISBN und Ausgabedetails
08/07/2026
Lesedauer: 7 min
Financial Markets Theory von Emilio Barucci auf einen Blick: Buchprofil, Inhalt und zentrale Daten. Praktisch, wenn du Titel prüfen oder Ausgaben vergleichen willst.
Alles Wichtige zu Financial Markets Theory
Wer nach einem Buch von Emilio Barucci aus dem Themenfeld Sachbuch sucht, findet mit Financial Markets Theory eine Ausgabe mit präziser inhaltlicher Positionierung. Mit dem Untertitel Equilibrium, Efficiency and Information wird bei Financial Markets Theory noch deutlicher, in welche Richtung das Werk inhaltlich argumentiert und welche Schwerpunkte gesetzt werden. Die vorhandene Beschreibung macht deutlich, worauf Financial Markets Theory den Fokus legt: Financial Markets Theory presents classical asset pricing theory, a theory composed of milestones such as portfolio selection, risk aversion, fundamental asset pricing theorem, portfolio frontier, CAPM, CCAPM, APT, the Modigliani-Miller Theorem, no arbitrage/risk neutral evaluation and information in financial markets. Starting from an analysis of the empirical tests of the above theories, the author provides a discussion of the most recent literature, pointing out the main advancements within classical asset pricing theory and the new approaches designed to address open problems (e.g. behavioural finance). It is the only textbook 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. 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 Bibliografisch ist Financial Markets Theory mit dem Erscheinungsdatum 2017, dem Verlag Springer London und dem Ort London erfasst.
Relevante Merkmale auf einen Blick
Financial Markets Theory liegt in Deutsch vor, was für die inhaltliche Nutzung ebenso wichtig ist wie für die bibliografische Suche. Die Angaben zu Springer London und London stärken die bibliografische Präzision des Eintrags. Mit dem Erscheinungszeitpunkt 2017 lässt sich Financial Markets Theory sauber in einen bibliografischen Kontext einordnen. Für alle, die Bücher von Emilio Barucci recherchieren oder vergleichen, ist Financial Markets Theory eine relevante Ausgabe. Wer Literatur aus dem Bereich Sachbuch sucht, findet in Financial Markets Theory einen gut klassifizierbaren Titel.
Worum geht es in Financial Markets Theory?
Die Beschreibung zeigt, dass Financial Markets Theory klar dem Bereich Sachbuch zugeordnet werden kann: Financial Markets Theory presents classical asset pricing theory, a theory composed of milestones such as portfolio selection, risk aversion, fundamental asset pricing theorem, portfolio frontier, CAPM, CCAPM, APT, the Modigliani-Miller Theorem, no arbitrage/risk neutral evaluation and information in financial markets. Starting from an analysis of the empirical tests of the above theories, the author provides a discussion of the most recent literature, pointing out the main advancements within classical asset pricing theory and the new approaches designed to address open problems (e.g. behavioural finance). It is the only textbook 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. 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 Ergänzend helfen die hinterlegten Schlagwörter dabei, Financial Markets Theory thematisch schneller einzuordnen: Finance, Mathematics, Finance, mathematical models
ISBN, Revision und weitere Referenzdaten
Durch die Kombination aus Springer London, London und 2017 lässt sich die Ausgabe sauber verorten. Die Open-Library-Zuordnung über OL19850050W und OL37840486M verbessert die externe Nachvollziehbarkeit des Werkes.
Die zentralen Metadaten zu Financial Markets Theory
- Thematische Tags: Finance, Mathematics, Finance, mathematical models
- Inhaltliche Kurzcharakteristik: Financial Markets Theory presents classical asset pricing theory, a theory composed of milestones such as portfolio selection, risk aversion, fundamental asset pricing theorem, portfolio frontier, CAPM, CCAPM, APT, the Modigliani-Miller Theorem, no arbitrage/risk neutral evaluation and information in financial markets. Starting from an analysis of the empirical tests of the above theories, the author provides a discussion of the most recent literature, pointing out the main advancements within classical asset pricing theory and the new approaches designed to address open problems (e.g. behavioural finance). It is the only textbook 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. 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
- Veröffentlicht am: 2017
- Publiziert bei: Springer London
- Untertitel: Equilibrium, Efficiency and Information
- Ort der Veröffentlichung: London
- Internationale Standardbuchnummer (ISBN-13): 9781447173229
- Thematische Hauptkategorie: Sachbuch
- Externe Work-Referenz: OL19850050W
- Buchtitel: Financial Markets Theory
- Autor beziehungsweise Autoren: Emilio Barucci
- Sprache: Deutsch
- Externe Editionsreferenzen: OL37840486M
Warum sich Financial Markets Theory gut einordnen lässt
Durch die Kombination aus Titel, Autorenschaft, Kategorie und Schlagwörtern - also Financial Markets Theory, Emilio Barucci, Sachbuch und Finance, Mathematics, Finance, mathematical models - ist der Datensatz sowohl für Suchmaschinen als auch für Nutzerinnen und Nutzer sehr gut interpretierbar.
Wichtige Fragen zu Inhalt und Ausgabe
Wie ist die Ausgabe verlegerisch einzuordnen?
Bibliografisch wird die Ausgabe über Springer London, London und das Datum 2017 beschrieben.
Wer sollte sich für Financial Markets Theory interessieren?
Besonders relevant ist Financial Markets Theory für Leserinnen und Leser, die nach Literatur aus dem Bereich Sachbuch suchen oder gezielt Veröffentlichungen von Emilio Barucci betrachten möchten.
Gibt es externe Referenzdaten für das Werk?
Ja, das Werk ist über die Open-Library-Work-ID OL19850050W sowie die Editions-IDs OL37840486M referenzierbar.
Welche Inhalte beschreibt die Kurzbeschreibung?
Die vorhandene Beschreibung lautet: Financial Markets Theory presents classical asset pricing theory, a theory composed of milestones such as portfolio selection, risk aversion, fundamental asset pricing theorem, portfolio frontier, CAPM, CCAPM, APT, the Modigliani-Miller Theorem, no arbitrage/risk neutral evaluation and information in financial markets. Starting from an analysis of the empirical tests of the above theories, the author provides a discussion of the most recent literature, pointing out the main advancements within classical asset pricing theory and the new approaches designed to address open problems (e.g. behavioural finance). It is the only textbook 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. 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
Externe Links
Hier findest du weitere ausgewählte Links.

