Financial Modelling with Forward-looking Information

Name: Financial Modelling with Forward-looking Information
Brand: Springer International Publishing AG
SKU: 9783319860879
Price: 3023 CZK
Availability: InStock

An Intuitive Approach to Asset Pricing

Autor: Nadi Serhan Aydin

Jazyk:

Vazba: Brožovaná

Vydavatel: Springer International Publishing AG

Dostupnost: Skladem u dodavatele v malém množství

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3 023 Kč

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

Informace o knize

Autor

Nadi Serhan Aydin

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2018

Stránek

EAN

9783319860879

Enbook ID

20119593

Vydavatel

Springer International Publishing AG

Hmotnost

454

Rozměry

155 x 235 x 8

Kompletní popis

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.

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Financial Modelling with Forward-looking Information

An Intuitive Approach to Asset Pricing

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také