Name: Financial Informatics: An Information-Based Approach to Asset Pricing (en Inglés)
Price: 198940.00 CLP
Availability: InStock
Author: Brody, Dorje C. ; Hughston, Lane Palmer ; Macrina, Andrea
ISBN: 9789811246487

portada Financial Informatics: An Information-Based Approach to Asset Pricing (en Inglés)

Formato

Libro Físico

Ilustrado por

Dorje C. Brody

Lane Palmer Hughston

Andrea Macrina

Editorial

World Scientific Publishing Company

Autor

Brody, Dorje C. ; Hughston, Lane Palmer ; Macrina, Andrea

Idioma

Inglés

N° páginas

444

Encuadernación

Tapa Dura

Dimensiones

24.4 x 17.0 x 2.5 cm

Peso

0.90 kg.

ISBN13

9789811246487

Categorías

Inversiones
Estocástica

Financial Informatics: An Information-Based Approach to Asset Pricing (en Inglés)

Dorje C. Brody (Ilustrado por) · Lane Palmer Hughston (Ilustrado por) · Andrea Macrina (Ilustrado por) · World Scientific Publishing Company · Tapa Dura

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Reseña del libro "Financial Informatics: An Information-Based Approach to Asset Pricing (en Inglés)"

The Brody-Hughston-Macrina approach to information-based asset pricing introduces a new way of looking at the mechanisms determining price movements in financial markets. The resulting theory of financial informatics is applicable across a wide range of asset classes and is distinguished by its emphasis on the explicit modelling of market information flows. In the BHM theory, each asset is defined by a collection of cash flows and each such cash flow is associated with a family of one or more so-called information processes that provide partial information about the cash flow. The theory is highly appealing on an intuitive basis: it is directly applicable to trading, investment and risk management -- and yet at the same time leads to interesting mathematics. The present volume brings together a collection of 18 foundational papers of the subject by Brody, Hughston, and Macrina, many written in collaboration with various co-authors. There is a preface summarizing the current status of the theory, together with a brief history and bibliography of the subject. This book will be of great interest both to newcomers to financial mathematics as well as to established researchers in the subject.