Financial markets theory. Equilibrium, efficiency and information

DOI10.1007/978-1-4471-7322-9zbMath1390.91001MaRDI QIDQ5892419

Claudio Fontana, Emilio Basrucci

Publication date: 15 May 2017

Published in: Springer Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4471-7322-9

zbMATH Keywords

dynamic programming; stochastic models; utility functions; general equilibrium theory; martingale pricing; mathematical models of financial markets

Mathematics Subject Classification ID

91G70: Statistical methods; risk measures

91B50: General equilibrium theory

91G10: Portfolio theory

91-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance