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
Author
Author
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
http://library.link/vocab/creatorName
Aydın, Nadi Serhan
Dewey number
332.6
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
Ke96dx1SxEc
Image bit depth
0
LC call number
HG176.7
Literary form
non fiction
Nature of contents
dictionaries
Series statement
Contributions to Management Science,
http://library.link/vocab/subjectName
  • Financial engineering
  • Operations research
  • Business enterprises-Finance
  • Finance
  • Computer science
  • Financial Engineering
  • Operations Research/Decision Theory
  • Business Finance
  • Quantitative Finance
  • Computational Mathematics and Numerical Analysis
Label
Financial Modelling with Forward-looking Information : An Intuitive Approach to Asset Pricing, by Nadi Serhan Aydın, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references at the end of each chapters
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.
Dimensions
unknown
Edition
1st ed. 2017.
Extent
1 online resource (XVII, 98 p. 25 illus., 24 illus. in color.)
File format
multiple file formats
Form of item
online
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
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)3710000001404669
  • (DE-He213)978-3-319-57147-8
  • (MiAaPQ)EBC4876552
  • (EXLCZ)993710000001404669
Label
Financial Modelling with Forward-looking Information : An Intuitive Approach to Asset Pricing, by Nadi Serhan Aydın, (electronic resource)
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references at the end of each chapters
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.
Dimensions
unknown
Edition
1st ed. 2017.
Extent
1 online resource (XVII, 98 p. 25 illus., 24 illus. in color.)
File format
multiple file formats
Form of item
online
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
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)3710000001404669
  • (DE-He213)978-3-319-57147-8
  • (MiAaPQ)EBC4876552
  • (EXLCZ)993710000001404669

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