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Author : Christian Gilles
Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.3/5 ( download)
Download or read book Bubbles as Payoffs at Infinity written by Christian Gilles and published by . This book was released on 1996 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Anatoliy Malyarenko
Publisher : Springer Nature
ISBN 13 : 3031178203
Total Pages : 907 pages
Book Rating : 4.0/5 (311 download)
Download or read book Stochastic Processes, Statistical Methods, and Engineering Mathematics written by Anatoliy Malyarenko and published by Springer Nature. This book was released on 2023-01-26 with total page 907 pages. Available in PDF, EPUB and Kindle. Book excerpt: The goal of the 2019 conference on Stochastic Processes and Algebraic Structures held in SPAS2019, Västerås, Sweden, from September 30th to October 2nd 2019, was to showcase the frontiers of research in several important areas of mathematics, mathematical statistics, and its applications. The conference was organized around the following topics 1. Stochastic processes and modern statistical methods,2. Engineering mathematics,3. Algebraic structures and their applications. The conference brought together a select group of scientists, researchers, and practitioners from the industry who are actively contributing to the theory and applications of stochastic, and algebraic structures, methods, and models. The conference provided early stage researchers with the opportunity to learn from leaders in the field, to present their research, as well as to establish valuable research contacts in order to initiate collaborations in Sweden and abroad. New methods for pricing sophisticated financial derivatives, limit theorems for stochastic processes, advanced methods for statistical analysis of financial data, and modern computational methods in various areas of applied science can be found in this book. The principal reason for the growing interest in these questions comes from the fact that we are living in an extremely rapidly changing and challenging environment. This requires the quick introduction of new methods, coming from different areas of applied science. Advanced concepts in the book are illustrated in simple form with the help of tables and figures. Most of the papers are self-contained, and thus ideally suitable for self-study. Solutions to sophisticated problems located at the intersection of various theoretical and applied areas of the natural sciences are presented in these proceedings.
Author : Emilio Barucci
Publisher : Springer
ISBN 13 : 1447173228
Total Pages : 843 pages
Book Rating : 4.4/5 (471 download)
Download or read book Financial Markets Theory written by Emilio Barucci and published by Springer. This book was released on 2017-06-08 with total page 843 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work, now in a thoroughly revised second edition, presents the economic foundations of financial markets theory from a mathematically rigorous standpoint and offers a self-contained critical discussion based on empirical results. It is the only textbook on the subject to include more than two hundred exercises, with detailed solutions to selected exercises. Financial Markets Theory covers classical asset pricing theory in great detail, including utility theory, equilibrium theory, portfolio selection, mean-variance portfolio theory, CAPM, CCAPM, APT, and the Modigliani-Miller theorem. Starting from an analysis of the empirical evidence on the theory, the authors provide a discussion of the relevant literature, pointing out the main advances in classical asset pricing theory and the new approaches designed to address asset pricing puzzles and open problems (e.g., behavioral finance). Later chapters in the book contain more advanced material, including on the role of information in financial markets, non-classical preferences, noise traders and market microstructure. This textbook is aimed at graduate students in mathematical finance and financial economics, but also serves as a useful reference for practitioners working in insurance, banking, investment funds and financial consultancy. Introducing necessary tools from microeconomic theory, this book is highly accessible and completely self-contained. Advance praise for the second edition: "Financial Markets Theory is comprehensive, rigorous, and yet highly accessible. With their second edition, Barucci and Fontana have set an even higher standard!"Darrell Duffie, Dean Witter Distinguished Professor of Finance, Graduate School of Business, Stanford University "This comprehensive book is a great self-contained source for studying most major theoretical aspects of financial economics. What makes the book particularly useful is that it provides a lot of intuition, detailed discussions of empirical implications, a very thorough survey of the related literature, and many completely solved exercises. The second edition covers more ground and provides many more proofs, and it will be a handy addition to the library of every student or researcher in the field."Jaksa Cvitanic, Richard N. Merkin Professor of Mathematical Finance, Caltech "The second edition of Financial Markets Theory by Barucci and Fontana is a superb achievement that knits together all aspects of modern finance theory, including financial markets microstructure, in a consistent and self-contained framework. Many exercises, together with their detailed solutions, make this book indispensable for serious students in finance."Michel Crouhy, Head of Research and Development, NATIXIS
Author : J. Barkley Rosser
Publisher : Springer Science & Business Media
ISBN 13 : 9401716137
Total Pages : 313 pages
Book Rating : 4.4/5 (17 download)
Download or read book From Catastrophe to Chaos: A General Theory of Economic Discontinuities written by J. Barkley Rosser and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 313 pages. Available in PDF, EPUB and Kindle. Book excerpt: From Catastrophe to Chaos: A General Theory of Economic Discontinuities presents and unusual perspective on economics and economic analysis. Current economic theory largely depends upon assuming that the world is fundamentally continuous. However, an increasing amount of economic research has been done using approaches that allow for discontinuities such as catastrophe theory, chaos theory, synergetics, and fractal geometry. The spread of such approaches across a variety of disciplines of thought has constituted a virtual intellectual revolution in recent years. This book reviews the applications of these approaches in various subdisciplines of economics and draws upon past economic thinkers to develop an integrated view of economics as a whole from the perspective of inherent discontinuity.
Author : G.P. Dwyer
Publisher : Springer Science & Business Media
ISBN 13 : 9401578818
Total Pages : 206 pages
Book Rating : 4.4/5 (15 download)
Download or read book The Stock Market: Bubbles, Volatility, and Chaos written by G.P. Dwyer and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: Gerald P. Dwyer, Jr. and R. W. Hafer The articles and commentaries included in this volume were presented at the Federal Reserve Bank of St. Louis' thirteenth annual economic policy conference, held on October 21-22, 1988. The conference focused on the behavior of asset market prices, a topic of increasing interest to both the popular press and to academic journals as the bull market of the 1980s continued. The events that transpired during October, 1987, both in the United States and abroad, provide an informative setting to test alter native theories. In assembling the papers presented during this conference, we asked the authors to explore the issue of asset pricing and financial market behavior from several vantages. Was the crash evidence of the bursting of a speculative bubble? Do we know enough about the work ings of asset markets to hazard an intelligent guess why they dropped so dramatically in such a brief time? Do we know enough to propose regulatory changes that will prevent any such occurrence in the future, or do we want to even if we can? We think that the articles and commentaries contained in this volume provide significant insight to inform and to answer such questions. The article by Behzad Diba surveys existing theoretical and empirical research on rational bubbles in asset prices.
Author : Manuel Santos Santos
Publisher :
ISBN 13 :
Total Pages : 74 pages
Book Rating : 4.:/5 (318 download)
Download or read book Rational Asset Pricing Bubbles written by Manuel Santos Santos and published by . This book was released on 1993 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Markus K. Brunnermeier
Publisher : OUP Oxford
ISBN 13 : 0191606928
Total Pages : 262 pages
Book Rating : 4.1/5 (916 download)
Download or read book Asset Pricing under Asymmetric Information written by Markus K. Brunnermeier and published by OUP Oxford. This book was released on 2001-01-25 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: Asset prices are driven by public news and information that is often dispersed among many market participants. These agents try to infer each other's information by analyzing price processes. In the past two decades, theoretical research in financial economics has significantly advanced our understanding of the informational aspects of price processes. This book provides a detailed and up-to-date survey of this important body of literature. The book begins by demonstrating how to model asymmetric information and higher-order knowledge. It then contrasts competitive and strategic equilibrium concepts under asymmetric information. It also illustrates the dependence of information efficiency and allocative efficiency on the security structure and the linkage between both efficiency concepts. No-Trade theorems and market breakdowns due to asymmetric information are then explained, and the existence of bubbles under symmetric and asymmetric information is investigated. The remainder of the survey is devoted to contrasting different market microstructure models that demonstrate how asymmetric information affects asset prices and traders' information , which provide a theoretical explanation for technical analysis and illustrate why some investors "chase the trend." The reader is then introduced to herding models and informational cascades, which can arise in a setting where agents' decision-making is sequential. The insights derived from herding models are used to provide rational explanations for stock market crashes. Models in which all traders are induced to search for the same piece of information are then presented to provide a deeper insight into Keynes' comparison of the stock market with a beauty contest. The book concludes with a brief summary of bank runs and their connection to financial crises.
Author : Robert P. Flood
Publisher : MIT Press
ISBN 13 : 9780262061698
Total Pages : 528 pages
Book Rating : 4.0/5 (616 download)
Download or read book Speculative Bubbles, Speculative Attacks, and Policy Switching written by Robert P. Flood and published by MIT Press. This book was released on 1994 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: The papers in this book are grouped into three sections: the first on price bubbles is primarily financial; the second on speculative attacks (on exchange rate regimes) is international in scope; and the third, on policy switching, is concerned with monetary policy.
Author : Ruth A. Judson
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.E/5 ( download)
Download or read book Estimating Dynamic Panel Data Models written by Ruth A. Judson and published by . This book was released on 1997 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Charles A. Fleischman
Publisher :
ISBN 13 :
Total Pages : 46 pages
Book Rating : 4.E/5 ( download)
Download or read book The Endogeneity of Employment Adjustment Costs written by Charles A. Fleischman and published by . This book was released on 1996 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Stephen F. LeRoy
Publisher : Cambridge University Press
ISBN 13 : 131606087X
Total Pages : 371 pages
Book Rating : 4.3/5 (16 download)
Download or read book Principles of Financial Economics written by Stephen F. LeRoy and published by Cambridge University Press. This book was released on 2014-08-11 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second edition provides a rigorous yet accessible graduate-level introduction to financial economics. Since students often find the link between financial economics and equilibrium theory hard to grasp, less attention is given to purely financial topics, such as valuation of derivatives, and more emphasis is placed on making the connection with equilibrium theory explicit and clear. This book also provides a detailed study of two-date models because almost all of the key ideas in financial economics can be developed in the two-date setting. Substantial discussions and examples are included to make the ideas readily understandable. Several chapters in this new edition have been reordered and revised to deal with portfolio restrictions sequentially and more clearly, and an extended discussion on portfolio choice and optimal allocation of risk is available. The most important additions are new chapters on infinite-time security markets, exploring, among other topics, the possibility of price bubbles.
Author : J.-Francois Laslier
Publisher : Springer
ISBN 13 :
Total Pages : 298 pages
Book Rating : 4.F/5 ( download)
Download or read book Tournament Solutions and Majority Voting written by J.-Francois Laslier and published by Springer. This book was released on 1997-07-17 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a survey on the problem of choosing from a tournament. It brings together under a unified and self-contained presentation results and concepts from Graph Theory, Choice Theory, Decision Science and Social Choice which were discovered in the last ten years. Classical scoring and ranking methods are introduced, including the Slater orderings, as well as new statistical methods for describing a tournament, graph-theoretical methods based on the covering relation and game-theoretical methods. As an illustration, results are applied to the classical problem of Majority Voting: How to deal with the Condorcet Paradox.
Author : Jalal D. Akhavein
Publisher :
ISBN 13 :
Total Pages : 86 pages
Book Rating : 4.E/5 ( download)
Download or read book The Effects of Megamergers on Efficiency and Prices written by Jalal D. Akhavein and published by . This book was released on 1997 with total page 86 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ruth Judson
Publisher :
ISBN 13 :
Total Pages : 76 pages
Book Rating : 4.3/5 ( download)
Download or read book Do Low Human Capital Coefficients Make Sense? written by Ruth Judson and published by . This book was released on 1996 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 176 pages
Book Rating : 4.3/5 ( download)
Download or read book The Fed in Print written by and published by . This book was released on 1996 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Joel Lander
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.E/5 ( download)
Download or read book Earnings Forecasts and the Predictability of Stock Returns written by Joel Lander and published by . This book was released on 1997 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Russell L. Lamb
Publisher :
ISBN 13 :
Total Pages : 54 pages
Book Rating : 4.E/5 ( download)
Download or read book Off-farm Labor Supply and Fertilizer Use written by Russell L. Lamb and published by . This book was released on 1996 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:
