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Financial Modelling With Forward-looking Information by Nadi Serhan Ayd, Hardcover | Indigo Chapters

From Nadi Serhan Ayd

Current price: $189.95
Financial Modelling With Forward-looking Information by Nadi Serhan Ayd, Hardcover | Indigo Chapters
Financial Modelling With Forward-looking Information by Nadi Serhan Ayd, Hardcover | Indigo Chapters

From Nadi Serhan Ayd

Financial Modelling With Forward-looking Information by Nadi Serhan Ayd, Hardcover | Indigo Chapters

Current price: $189.95
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Size: 1 x 9.25 x 1

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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. | Financial Modelling With Forward-looking Information by Nadi Serhan Ayd, Hardcover | Indigo Chapters

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