Bubbles and Contagion in Financial Markets, Volume 2 [electronic resource] : Models and Mathematics / by Eva R. Porras.
Вид матеріалу:
Текст Публікація: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2017Видання: 1st ed. 2017Опис: XXI, 266 p. 30 illus. online resourceТип вмісту: - text
- computer
- online resource
- 9781137524423
- 658.15 23
- HG4001-4285
ЕКнига
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Springer Ebooks (till 2020 - Open Access)+(2017 Network Access))
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Springer Ebooks (2017 Network Access))
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.-.
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.
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