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...
محفوظ في:
| مؤلفون آخرون: | , , |
|---|---|
| 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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| 020 | |a 9789811246487 |q (hardcover) | ||
| 020 | |z 9789811246494 |q (ebook) | ||
| 020 | |z 9789811246500 |q (ebook other) | ||
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| 050 | 0 | 0 | |a HG4515.7 |b .F56 2022 |
| 082 | 0 | 0 | |a 330.01/154 |2 23 |
| 245 | 0 | 0 | |a Financial informatics : |b an information-based approach to asset pricing / |c editors, Dorje Brody, Department of Mathematics, University of Surrey, Lane Hughston, Department of Computing, Goldsmiths University of London, Andrea Macrina, Department of Mathematics, University College London. |
| 264 | 1 | |a New Jersey : |b World Scientific, |c [2022] | |
| 300 | |a 1 Online resource (xx, 423 pages : |b illustrations ; |c 25 cm) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a unmediated |b n |2 rdamedia | ||
| 338 | |a volume |b nc |2 rdacarrier | ||
| 504 | |a Includes bibliographical references and index. | ||
| 520 | |a "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"-- |c Provided by publisher. | ||
| 650 | 0 | |a Information theory in finance. | |
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Investments |x Mathematical models. | |
| 650 | 0 | |a Valuation. | |
| 700 | 1 | |a Brody, Dorje, |e editor. |9 25808 | |
| 700 | 1 | |a Hughston, L. P., |d 1951- |e editor. |9 25809 | |
| 700 | 1 | |a Macrina, Andrea, |e editor. |9 25810 | |
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| 999 | |c 11426 |d 11426 | ||