Coverart for item
The Resource Financial Modelling with Forward-looking Information : An Intuitive Approach to Asset Pricing, by Nadi Serhan Aydın, (electronic resource)

Financial Modelling with Forward-looking Information : An Intuitive Approach to Asset Pricing, by Nadi Serhan Aydın, (electronic resource)

Label
Financial Modelling with Forward-looking Information : An Intuitive Approach to Asset Pricing
Title
Financial Modelling with Forward-looking Information
Title remainder
An Intuitive Approach to Asset Pricing
Statement of responsibility
by Nadi Serhan Aydın
Creator
Subject
Language
eng
Summary
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.--
Member of
Assigning source
Provided by publisher
http://library.link/vocab/creatorName
Aydın, Nadi Serhan
Image bit depth
0
Literary form
non fiction
Nature of contents
dictionaries
Series statement
  • Springer eBooks
  • Contributions to Management Science,
http://library.link/vocab/subjectName
  • Finance
  • Business enterprises
  • Operations research
  • Decision making
  • Financial engineering
  • Economics, Mathematical
  • Computer mathematics
Label
Financial Modelling with Forward-looking Information : An Intuitive Approach to Asset Pricing, by Nadi Serhan Aydın, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=http://dx.doi.org/10.1007/978-3-319-57147-8
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- The Signal-based Framework -- A Signal-based Heterogeneous Agent Network -- Putting Signal-based Model to Work -- Conclusion.
Control code
978-3-319-57147-8
Dimensions
unknown
Extent
1 online resource (XVII, 98 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783319571478
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-57147-8
Other physical details
25 illustrations, 24 illustrations in color.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1005837911
Label
Financial Modelling with Forward-looking Information : An Intuitive Approach to Asset Pricing, by Nadi Serhan Aydın, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=http://dx.doi.org/10.1007/978-3-319-57147-8
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- The Signal-based Framework -- A Signal-based Heterogeneous Agent Network -- Putting Signal-based Model to Work -- Conclusion.
Control code
978-3-319-57147-8
Dimensions
unknown
Extent
1 online resource (XVII, 98 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783319571478
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-57147-8
Other physical details
25 illustrations, 24 illustrations in color.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1005837911

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