Financial Modelling with Forward-looking Information

Financial Modelling with Forward-looking Information

An Intuitive Approach to Asset Pricing

Aydin, Nadi Serhan

Springer International Publishing AG

06/2017

98

Dura

Inglês

9783319571461

15 a 20 dias

454

Descrição não disponível.
Introduction.- The Signal-based Framework.- A Signal-based Heterogeneous Agent Network.- Putting Signal-based Model to Work.- Conclusion.
information flows;information-based pricing;random bridges;optimal strategy;dynamic programming;earnings consensus;asymmetric information;dynamic heterogeneous agent network;quantitative finance