Financial Modelling with Forward-looking Information An Intuitive Approach to Asset Pricing /

• Κύριος συγγραφέας: Aydın, Nadi Serhan (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Σειρά: Contributions to Management Science,
• Θέματα: Finance.; Business enterprises > Finance.; Operations research.; Decision making.; Financial engineering.; Economics, Mathematical.; Computer mathematics.; Financial Engineering.; Operation Research/Decision Theory.; Business Finance.; Quantitative Finance.; Computational Mathematics and Numerical Analysis.

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...