Financial Modelling with Forward-looking Information : An Intuitive Approach to Asset Pricing / by Nadi Serhan Aydın
(Contributions to Management Science. ISSN:2197716X)
| Publisher | (Cham : Springer International Publishing : Imprint: Springer) |
|---|---|
| Year | 2017 |
| Edition | 1st ed. 2017. |
| Authors | *Aydın, Nadi Serhan author SpringerLink (Online service) |
Hide book details.
| Links to the text | Location | Volume | Call No. | Barcode No. | Status | Comments | ISBN | Printed | Restriction | Reserve |
|---|---|---|---|---|---|---|---|---|---|---|
| Links to the text | Library Off-campus access |
|
OB00174523 | Springer Economics and Finance eBooks (電子ブック) | 9783319571478 |
|
|
Hide details.
| Material Type | E-Book |
|---|---|
| Media type | 機械可読データファイル |
| Size | XVII, 98 p. 25 illus., 24 illus. in color : online resource |
| Notes | Introduction -- The Signal-based Framework -- A Signal-based Heterogeneous Agent Network -- Putting Signal-based Model to Work -- Conclusion. 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 HTTP:URL=https://doi.org/10.1007/978-3-319-57147-8 |
| Subjects | LCSH:Financial engineering LCSH:Operations research LCSH:Business enterprises—Finance LCSH:Social sciences—Mathematics LCSH:Mathematics—Data processing FREE:Financial Engineering FREE:Operations Research and Decision Theory FREE:Corporate Finance FREE:Mathematics in Business, Economics and Finance FREE:Computational Mathematics and Numerical Analysis |
| Classification | LCC:HG176.7 DC23:332 DC23:658.15 |
| ID | 8000059648 |
| ISBN | 9783319571478 |
Similar Items
Usage statistics of this contents
Number of accesses to this page：2times