Coverart for item
The Resource Financial Modelling with Forward-Looking Information : an Intuitive Approach to Asset Pricing

Financial Modelling with Forward-Looking Information : an Intuitive Approach to Asset Pricing

Label
Financial Modelling with Forward-Looking Information : an Intuitive Approach to Asset Pricing
Title
Financial Modelling with Forward-Looking Information
Title remainder
an Intuitive Approach to Asset Pricing
Creator
Subject
Language
eng
Summary
Annotation
Member of
Cataloging source
VT2
http://library.link/vocab/creatorName
Aydin, Nadi Serhan
Dewey number
332.63222015118
Illustrations
illustrations
Index
no index present
LC call number
HG4636
LC item number
.A935 2017
Literary form
non fiction
Nature of contents
dictionaries
Series statement
Contributions to Management Science Ser
http://library.link/vocab/subjectName
  • Finance
  • Business enterprises
  • Operations research
  • Decision making
  • Financial engineering
  • Economics, Mathematical
  • Computer science
Summary expansion
This volume 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
Label
Financial Modelling with Forward-Looking Information : an Intuitive Approach to Asset Pricing
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- The Signal-based Framework -- A Signal-based Heterogeneous Agent Network -- Putting Signal-based Model to Work -- Conclusion
Dimensions
unknown
Extent
1 online resource (xvii, 98 pages)
Form of item
online
Isbn
9783319571478
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
  • 9783319571461
  • 10.1007/978-3-319-57147-8
Other physical details
illustrations.
http://library.link/vocab/ext/overdrive/overdriveId
9783319571461
Specific material designation
remote
System control number
  • on1005837911
  • (OCoLC)1005837911
Label
Financial Modelling with Forward-Looking Information : an Intuitive Approach to Asset Pricing
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- The Signal-based Framework -- A Signal-based Heterogeneous Agent Network -- Putting Signal-based Model to Work -- Conclusion
Dimensions
unknown
Extent
1 online resource (xvii, 98 pages)
Form of item
online
Isbn
9783319571478
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
  • 9783319571461
  • 10.1007/978-3-319-57147-8
Other physical details
illustrations.
http://library.link/vocab/ext/overdrive/overdriveId
9783319571461
Specific material designation
remote
System control number
  • on1005837911
  • (OCoLC)1005837911

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