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

• Main Author: Aydın, Nadi Serhan (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Series: Contributions to Management Science,
• Subjects: 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...

Table of Contents:

• Introduction
• The Signal-based Framework
• A Signal-based Heterogeneous Agent Network
• Putting Signal-based Model to Work
• Conclusion. .