Free shipping on orders over 19,990 Ft via Packeta, Fox Post Box, and DPD Collection Point

Check order status

Become part of a community of book lovers from all over the world and get access to a whole bunch of benefits. Create an account for free

Free delivery for purchases over 19 990 Ft

DPD point 990 Ft DPD courier 1 190 Ft GLS point 1 190 Ft Hungarian Post 1 795 Ft Hungarian Post 1 690 Ft Hungarian Post 1 690 Ft FoxPost 1 190 Ft Packeta point 1 190 Ft GLS courier 1 690 Ft

Contact

How to shop

Help

My account

▸ Empty :-(

Free shipping on orders over 19,990 Ft via Packeta, Fox Post Box, and DPD Collection Point

Financial Modelling with Forward-looking Information

Name: Financial Modelling with Forward-looking Information
Brand: Springer International Publishing AG
SKU: 16078388
Price: 50270 HUF
Availability: InStock
Author: Nadi Serhan Aydin
ISBN: 9783319571461

Nadi Serhan Aydin

Language

English

Book Hardback

Libristo code: 16078388

Publishers Springer International Publishing AG, June 2017

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

Libristo code: 16078388

335 b

50 270 Ft

Low in stock at our supplier Shipping in 13-18 days

Up to 30 days for returns

Customers also purchased

Zwei Jahre unter den Kannibalen der Salomo-Inseln Carl Ribbe

Paperback

13 458 Ft

Divers Traitez d'Histoire, de Morale Et d'Eloquence . I La Vie de Malherbe. II. l'Orateur SAINTGLAS-P

Paperback

6 994 Ft

Denkwürdigkeiten aus der Regierungszeit Georgs II. und Georgs III. Horaz Walpole

Hardback

16 988 Ft

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.