"Finance Applications of Game Theory"by Franklin Allen and Stephen Morris (1998, link)
In Introduction, they say the following:
Finance is concerned with how the savings of investors are allocated through financial markets and intermediaries to firms, which use them to fund their activities. Finance can be broadly divided into two fields. The first is asset pricing, which is concerned with the decisions of investors. The second is corporate finance, which is concerned with the decisions of firms. Traditional neoclassical economics did not attach much importance to either kind of finance. It was more concerned with the production, pricing and allocation of inputs and outputs and the operation of the markets for these. Models assumed certainty and in this context financial decisions are relatively straightforward. However, even with this simple methodology important concepts such as the time value of money and discounting were developed.
Finance developed as a field in its own right with the introduction of uncertainty into asset pricing and the recognition that classical analysis failed to explain many aspects of corporate finance.
Although the paper was written more than 10 years ago, game theoretical perspectives in finance has still not been widespread. If you are interested in these materials, you should definitely check this. Here is the abstract of the paper:
Traditional finance theory based on the assumptions of symmetric information and perfect and competitive markets has provided many important insights. These include the Modigliani and Miller Theorems, the CAPM, the Efficient Markets Hypothesis and continuous time finance.
However, many empirical phenomena are difficult to reconcile with this traditional framework. Game theoretic techniques have allowed insights into a number of these. Many puzzles remain. This paper argues that recent advances in game theory concerned with higher order beliefs, informational cascades and heterogeneous prior beliefs have the potential to provide insights into some of these remaining puzzles.