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Springer Financial Modelling with Forward-looking Information: An Intuitive Approach to Asset Pricing (Contributions to Management Science)

Amazon

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£92.22 £91.24 £91.45 £91.67 £91.88 £92.10 £92.31 26 July 2026 08 August 2026 22 August 2026 04 September 2026 18 September 2026
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Price distribution over 55 days • 2 price levels

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54 days 1 day · current 0 14 27 41 54 £91 £92 Days at Price

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Most common price: £91 (54 days, 98.2%)

Price range: £91 - £92

Price levels: 2 different prices over 55 days

Description

This book 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. The dynamic programming method is used to seek an optimal strategy for utilizing superior information. Lastly, the book features an implementation of the present framework using real-world financial data.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
22 June 2017
Listed Since
16 March 2017

Barcode

No barcode data available

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