European University Institute Library

Bubbles and Contagion in Financial Markets, Models and Mathematics, by Eva R. Porras, Volume 2

Label
Bubbles and Contagion in Financial Markets, Models and Mathematics, by Eva R. Porras, Volume 2
Language
eng
resource.imageBitDepth
0
Literary Form
non fiction
Main title
Bubbles and Contagion in Financial Markets
Medium
electronic resource
Nature of contents
dictionaries
Oclc number
1018393519
Responsibility statement
by Eva R. Porras
Series statement
Springer eBooks.
Sub title
Models and Mathematics
Summary
This book focuses on extending the models and theories (from a mathematical/statistical point of view) which were introduced in the first volume to a more technical level. Where volume I provided an introduction to the mathematics of bubbles and contagion, volume II digs far more deeply and widely into the modeling aspects.--, Provided by publisher
Table Of Contents
Chapter1 Asset price dynamics and stochastic processes -- Chapter2 Stylized facts of financial markets and bubbles -- Chapter3 Introduction to contagions and bubbles -- Chapter4 Rational Social Learning -- Chapter5 Bubbles -- Chapter6 Fundamental versus contagion variables to explain returns.-
Content
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