You are here

Back to top

Financial Modelling with Forward-Looking Information: An Intuitive Approach to Asset Pricing (Contributions to Management Science) (Hardcover)

Financial Modelling with Forward-Looking Information: An Intuitive Approach to Asset Pricing (Contributions to Management Science) Cover Image
$129.99
Usually Ships in 1-5 Days

Description


Introduction.- The Signal-based Framework.- A Signal-based Heterogeneous Agent Network.- Putting Signal-based Model to Work.- Conclusion.

About the Author


Dr. Nadi Serhan Aydın, FRM, is a graduate of the Institute of Applied Mathematics at Middle East Technical University and a lecturer at TED University in Ankara, Turkey. Formerly, he was a research fellow at Imperial College London and served as a senior research economist in an intergovernmental organization. His research interest lies in financial mathematics, risk management, stochastic & digital filtering, market microstructure, and frequency-domain analysis.

Product Details
ISBN: 9783319571461
ISBN-10: 331957146X
Publisher: Springer
Publication Date: June 22nd, 2017
Pages: 98
Language: English
Series: Contributions to Management Science