Financial informatics : an information-based approach to asset pricing /
"he Brody-Hughston-Macrina approach to information-based asset pricing introduces a new way of looking at the mechanisms determining price movements in financial markets. The resulting theory of financial informatics is applicable across a wide range of asset classes and is distinguished by its...
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| مؤلفون آخرون: | , , |
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| الوثيقة: | كتاب |
| اللغة: | English |
| منشور في: |
New Jersey :
World Scientific,
[2022]
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| الموضوعات: | |
| الوصول للمادة أونلاين: | http://library.sama.gov.sa/cgi-bin/koha/opac-retrieve-file.pl?id=a907c40846ee8caee2bc11c0ec94bc48 |
| الوسوم: |
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| الملخص: | "he Brody-Hughston-Macrina approach to information-based asset pricing introduces a new way of looking at the mechanisms determining price movements in financial markets. The resulting theory of financial informatics is applicable across a wide range of asset classes and is distinguished by its emphasis on the explicit modelling of market information flows. In the BHM theory, each asset is defined by a collection of cash flows and each such cash flow is associated with a family of one or more so-called information processes that provide partial information about the cash flow. The theory is highly appealing on an intuitive basis: it is directly applicable to trading, investment and risk management - and yet at the same time leads to interesting mathematics. The present volume brings together a collection of 18 foundational papers of the subject by Brody, Hughston, and Macrina, many written in collaboration with various co-authors. There is a preface summarizing the current status of the theory, together with a brief history and bibliography of the subject. This book will be of great interest both to newcomers to financial mathematics as well as to established researchers in the subject"-- |
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| وصف مادي: | 1 Online resource (xx, 423 pages : illustrations ; 25 cm) |
| بيبلوغرافيا: | Includes bibliographical references and index. |
| ردمك: | 9789811246487 |