Bubbles and Contagion in Financial Markets, Volume 2 Models and Mathematics /

• Κύριος συγγραφέας: Porras, Eva R. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2017.
• Θέματα: Finance.; Business enterprises > Finance.; Corporations > Finance.; Investment banking.; Securities.; Econometrics.; Industrial organization.; Corporate Finance.; Investments and Securities.; Business Finance.; Industrial Organization.

This book focuses on extending the models and theories (from a mathematical/statistical point of view) which were introduced in the first volume to a more technical level. Where volume I provided an introduction to the mathematics of bubbles and contagion, volume II digs far more deeply and widely i...

Πίνακας περιεχομένων:

• Chapter1 Asset price dynamics and stochastic processes
• Chapter2 Stylized facts of financial markets and bubbles
• Chapter3 Introduction to contagions and bubbles
• Chapter4 Rational Social Learning
• Chapter5 Bubbles
• Chapter6 Fundamental versus contagion variables to explain returns.-.