Dynamic Markov bridges and market microstructure : theory and applications / Umut Çetin, Albina Danilova
(Probability theory and stochastic modelling ; v. 90)
| Publisher | [New York] : Springer |
|---|---|
| Year | c2018 |
| Authors | *Çetin, Umut Danilova, Albina |
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| Location | Volume | Call No. | Barcode No. | Status | Comments | ISBN | Printed | Restriction | Reserve |
|---|---|---|---|---|---|---|---|---|---|
| Library Main Building 3rd fl. (Foreign Books) |
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4100:85:90 | 121048998% |
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9781493988334 |
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| Material Type | Books |
|---|---|
| Size | xiv, 234 p. ; 25 cm |
| Contents | Markov processes.- Stochastic Differential Equations and Martingale Problems.- Stochastic Filtering.- Static Markov Bridges and Enlargement of Filtrations.- Dynamic Bridges.- Financial markets with informational asymmetries and equilibrium.- Kyle-Back mo |
| Notes | Includes bibliographical references (p. 227-232) and index |
| Subjects | LCSH:Mathematics LCSH:Markov processes LCSH:Stochastic differential equations FREE:MATHEMATICS / Applied. bisacsh FREE:MATHEMATICS / Probability & Statistics / General. bisacsh FREE:Mathematics -- Applied. bisacsh All Subject Search FREE:Business & Economics -- Statistics. bisacsh All Subject Search FREE:Finance & accounting. bicssc FREE:Probability & statistics. bicssc LCSH:Distribution (Probability theory LCSH:Finance LCSH:Statistics FREE:Mathematics -- Probability & Statistics -- General. bisacsh All Subject Search FREE:Electronic books |
| Classification | LCC:QA274.7 DC23:519.2/33 |
| Language | English |
| ID | 1001140343 |
| ISBN | 9781493988334 |
| NCID |
BB27209458 
|
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