Prices in Financial Markets
"This book is lucid....The author should be highly commended for his efforts.....A very good introduction to the modern theory of financial markets. I will certainly recommend it very highly to students and researchers of modern financial economics."--The Journal of Finance"This books provides a 'unified treatment of selected topics in the theory of financial markets' and an 'introduction to the mathematics of this theory'....A useful supplement to existing texts for teaching basic concepts of information structures, budget sets, arbitrage, etc."--The Review of Financial Studies"Well done!"--Darrell Duffie, Stanford University"A good survey of financial markets, quite exhaustive, with some new results.  A clear presentation of probabilistic tools is given.  The book is in an agreeable format and very pleasant to read." --Mathematical Reviews