Financial Modelling with Forward-looking Information - An Intuitive Approach to Asset Pricing (Paperback, Softcover reprint of the original 1st ed. 2017)

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.

General

Imprint:	Springer International Publishing AG
Country of origin:	Switzerland
Series:	Contributions to Management Science
Release date:	August 2018
First published:	2017
Authors:	Nadi Serhan Aydin
Dimensions:	235 x 155mm (L x W)
Format:	Paperback
Pages:	98
Edition:	Softcover reprint of the original 1st ed. 2017
ISBN-13:	978-3-319-86087-9
Categories:	Books > Science & Mathematics > Mathematics > Numerical analysis Books > Business & Economics > Finance & accounting > Finance > Corporate finance Books > Business & Economics > Business & management > Management & management techniques > Operational research Books > Money & Finance > Corporate finance Promotions
LSN:	3-319-86087-9
Barcode:	9783319860879

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