By Nadi Serhan Aydın

ISBN-10: 331957146X

ISBN-13: 9783319571461

This booklet specializes in modelling monetary info flows and information-based asset pricing framework. After introducing the elemental homes of the framework, it provides a quick information-theoretic standpoint for you to quantifying the knowledge content material of monetary signs, and hyperlinks the current framework with the literature on uneven details and marketplace microstructure via a dynamic, bipartite, heterogeneous agent community. Numerical and particular analyses make clear the consequences of differential info and knowledge acquisition at the allocation of revenue and loss in addition to the velocity of basic fee discovery. The dynamic programming technique is used to hunt an optimum method for using more advantageous details. finally, the ebook positive factors an implementation of the current framework utilizing real-world monetary data.

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Financial Modelling with Forward-looking Information: An Intuitive Approach to Asset Pricing (Contributions to Management Science) by Nadi Serhan Aydın


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