Financial Modelling with Forward-looking Information: An Intuitive Approach to Asset Pricing (Contributions to Management Science) - Image 1

£87.83

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

Name: Financial Modelling with Forward-looking Information: An Intuitive Approach to Asset Pricing (Contributions to Management Science)
Brand: Springer
Price: 87.83 GBP
Availability: InStock

Managers' Guides to Computing

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£88 today · all-time low £86 (May 2026) · usually £87

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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. From the Back Cover 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. About the Author Dr. Nadi Serhan Aydın, FRM, is a graduate of the Institute of Applied Mathematics at Middle East Technical University and a lecturer at TED University in Ankara, Turkey. Formerly, he was a research fellow at Imperial College London and served as a senior research economist in an intergovernmental organization. His research interest lies in financial mathematics, risk management, stochastic & digital filtering, market microstructure, and frequency-domain analysis.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 3319860879
Category: Books > Subjects > Business, Finance & Law > E-Commerce > Managers' Guides to Computing
Domain: Amazon UK
Release Date: 02 August 2018
Listed Since: 01 August 2018

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

About as cheap as it gets. The only time it was cheaper was 2 months ago.

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