Bubbles and Contagion in Financial Markets, Volume 2 [electronic resource] : Models and Mathematics /
Porras, Eva R.author.
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.
Includes index.
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.
Corporations-Finance.
Investment banking.
Securities.
Econometrics.
Business enterprises-Finance.
Industrial organization.
Corporate Finance.
Investments and Securities.
Econometrics.
Business Finance.
Industrial Organization.