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Bubbles and Contagion in Financial Markets, Volume 2, 1st ed. 2017 Models and Mathematics

Langue : Anglais

Auteur :

Couverture de l’ouvrage Bubbles and Contagion in Financial Markets, Volume 2
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.
1. Asset price dynamics and stochastic processes 
2. Stylized facts of financial markets and bubbles 
3. Introduction to contagions and bubbles 
4. Rational Social Learning 
5. Bubbles 
6. Fundamental versus contagion variables to explain returns 

Eva R. Porras (Madrid, Spain) is a financial and business consultant, providing financial expertise to numerous multinational businesses. She is currently serving as Head Consultant for Business Valuation SL in Spain; Habitat Property Partners in Budapest, and is the Director of the International Programs in the Business School of the Universidad Internacional de La Rioja in Spain. Doctor Porras has over three decades of experience working in financial institutions and corporations, including for CBS/Fox and Citibank. She has held a distinguished academic career, and was Academic Dean of the Central European University Business School in Budapest, Hungary, and previously, Director of Master Programs in Finance at the Instituto de Empresa in Madrid, Spain.

Quantitative approach: This will be one of very few books that takes a quantitative approach to bubbles and contagion in the markets

Topical: Recent financial crises have led to a surge of interest in market microstructure topics and interest is likely to increase

Grounded in practice: Despite a mathematical approach, the book will be very much grounded in practice and in what is happening or has happened in the markets, making it an ideal desk reference for trading practitioners and firms

Includes supplementary material: sn.pub/extras

Date de parution :

Ouvrage de 266 p.

15.5x23.5 cm

Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).

Prix indicatif 105,49 €

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