Eva R. Porras
Palgrave Macmillan UK
e druk, 2017
9781137524416
Bubbles and Contagion in Financial Markets, Volume 2
Models and Mathematics
Specificaties
Gebonden, blz.
|
Engels
Palgrave Macmillan UK |
2017
ISBN13: 9781137524416
Rubricering
Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
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 into the modeling aspects.
Specificaties
ISBN13:9781137524416
Taal:Engels
Bindwijze:gebonden
Uitgever:Palgrave Macmillan UK
Inhoudsopgave
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.-