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Financial Informatics: An Information-based Approach to Asset Pricing free ebook download

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Finances and Money

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Author(s):	Dorje C Brody

Date:	2022	Format:	pdf	Language:	English	ISBN/ASIN:	9811246483
Pages:	444	OCR:		Quality:		ISBN13:
Uploader:	risotor	Upload Date:	4/21/2022 8:22:27 AM

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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.
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Tags: Approach Asset Financial Informatics Information-based Pricing

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Financial Informatics: An Information-based Approach to Asset Pricing free ebook download

Category: Finances and Money

Description: Click to see full description

Category:
Finances and Money