Financial Modelling with Forward-looking Information

Name: Financial Modelling with Forward-looking Information
Brand: Springer International Publishing AG
SKU: 9783319860879
Price: 136.41 EUR
Availability: InStock

An Intuitive Approach to Asset Pricing

Автор: Nadi Serhan Aydin

Език:

Корици: С меки корици

Издател: Springer International Publishing AG

Наличност: Външен склад в ограничено количество

Изпращаме след 13-18 дни

136.41 € 266.80 лв

This book focuses on modelling financial information flows and information-based asset pricing frame...

Информация за книгата

Автор

Nadi Serhan Aydin

Език

Английски език

Корици

Книга - С меки корици

Издадена

2018

страници

EAN

9783319860879

Enbook ID

20119593

Издател

Springer International Publishing AG

Теглоt

454

Размери

155 x 235 x 8

Пълно описание

This book focuses on modelling financial information flows and information-based asset pricing framework. After introducing the fundamental properties of the framework, it presents a short information-theoretic perspective with a view to quantifying the information content of financial signals, and links the present framework with the literature on asymmetric information and market microstructure by means of a dynamic, bipartite, heterogeneous agent network. Numerical and explicit analyses shed light on the effects of differential information and information acquisition on the allocation of profit and loss as well as the pace of fundamental price discovery. The dynamic programming method is used to seek an optimal strategy for utilizing superior information. Lastly, the book features an implementation of the present framework using real-world financial data.

Може също да ви хареса

Клиенти, които купиха тази книга, купиха също

Най-често търсени

Categories

Authors

Publishers

Продукти

Продукти

Най-често търсени

Categories

Authors

Publishers

Продукти

Продукти

Financial Modelling with Forward-looking Information

An Intuitive Approach to Asset Pricing

Информация за книгата

Пълно описание

Може също да ви хареса

Клиенти, които купиха тази книга, купиха също