Dynamic Markov Bridges and Market Microstructure

افزودن به بوکمارک اشتراک گذاری 0 دیدگاه کاربران 5 (0)

Theory and Applications

مشارکت: عنوان و توضیح کوتاه هر کتاب را ترجمه کنید این ترجمه بعد از تایید با نام شما در سایت نمایش داده خواهد شد.

ترجمه این کتاب مشاهده همه کتاب های ترجمه نشده

Theory and Applications

This book undertakes a detailed construction of Dynamic Markov Bridges using a combination of theory and real-world applications to drive home important concepts and methodologies. In Part I, theory is developed using tools from stochastic filtering, partial differential equations, Markov processes, and their interplay. Part II is devoted to the applications of the theory developed in Part I to asymmetric information models among financial agents, which include a strategic risk-neutral insider who possesses a private signal concerning the future value of the traded asset, non-strategic noise traders, and competitive risk-neutral market makers. A thorough analysis of optimality conditions for risk-neutral insiders is provided and the implications on equilibrium of non-Gaussian extensions are discussed.

A Markov bridge, first considered by Paul L�vy in the context of Brownian motion, is a mathematical system that undergoes changes in value from one state to another when the initial and final states are fixed. Markov bridges have many applications as stochastic models of real-world processes, especially within the areas of Economics and Finance. The construction of a Dynamic Markov Bridge, a useful extension of Markov bridge theory, addresses several important questions concerning how financial markets function, among them: how the presence of an insider trader impacts market efficiency; how insider trading on financial markets can be detected; how information assimilates in market prices; and the optimal pricing policy of a particular market maker.
Principles in this book will appeal to probabilists, statisticians, economists, researchers, and graduate students interested in Markov bridges and market microstructure theory.

لغو

گزارش تخلف

مغایرت عنوان کتاب با توضیحات و تصویر جلد
عدم رعایت حقوق نشر طبق قوانین جمهوری اسلامی ایران
محتوای مستهجن
توهین به قومیتها و محتوای نژادپرستی
توهین به اقیلیتهای مذهبی
اهانت به مقامات سیاسی و مذهبی
اشاعه ی کودک آزاری
سایر موارد

بستن

فرمت کتاب

ebook

زبان

english

تاریخ انتشار

2018

نویسنده

Albina Danilova

ناشر

Springer

شابک

9781493988334;9781493988358

20,000 تومان

خرید کتاب مطالعه نمونه درخواست ترجمه کتاب

خرید کتاب Dynamic Markov Bridges and Market Microstructure

Dynamic Markov Bridges and Market Microstructure

گزارش تخلف

فرمت کتاب

ebook

زبان

english

تاریخ انتشار

2018

نویسنده

ناشر

شابک

کتاب های مرتبط

<div class=vernacular lang="ru">Финансирование роста : выбор методов в изменчивом мире /</div> Finansirovanie rosta : vybor metodov v izmenchivom mire ; [per. s angl.].

Currency Cooperation in East Asia

Le Commerce Des Promesses

Les 5 Cles Pour Parler Finance

Stochastic Integration in Banach Spaces : Theory and Applications

Encyclopedia of American Business

Lifetime Financial Advice

Shari'a Law in Commercial and Banking Arbitration

Le vocabulaire de l'italien commercial

Premiers Pas En Simulation

Les Nouveaux Maîtres Du Monde Et Ceux Qui Leur Résistent

Macroéconomie Financière 1

Macroéconomie Financière 1

Macroéconomie financière

Stochastic Finance

Traité d'économétrie financière

Finance and the Good Society

Financing the Underfinanced : Online Lending in China

Dynamic Markov Bridges and Market Microstructure

Swiss Monetary History Since the Early 19th Century

Artificial Economics and Self Organization

دیدگاه کاربران