LEADER 03766nam  22006855  450 
001 9910255033803321
005 20200703172315.0
010   $a3-319-57147-8
024 7 $a10.1007/978-3-319-57147-8
035   $a(CKB)3710000001404669
035   $a(DE-He213)978-3-319-57147-8
035   $a(MiAaPQ)EBC4876552
035   $a(EXLCZ)993710000001404669
100   $a20170612d2017      u|         0
101 0 $aeng
135   $aurnn|008mamaa
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aFinancial Modelling with Forward-looking Information $eAn Intuitive Approach to Asset Pricing /$fby Nadi Serhan Ayd?n
205   $a1st ed. 2017.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2017.
215   $a1 online resource (XVII, 98 p. 25 illus., 24 illus. in color.) 
225 1 $aContributions to Management Science,$x1431-1941
311   $a3-319-57146-X 
320   $aIncludes bibliographical references at the end of each chapters.
327   $aIntroduction -- The Signal-based Framework -- A Signal-based Heterogeneous Agent Network -- Putting Signal-based Model to Work -- Conclusion. .
330   $aThis book focuses on modelling financial information flows and information-based asset pricing framework. After introducing the fundamental properties of the framework, it presents a short information-theoretic perspective with a view to quantifying the information content of financial signals, and links the present framework with the literature on asymmetric information and market microstructure by means of a dynamic, bipartite, heterogeneous agent network. Numerical and explicit analyses shed light on the effects of differential information and information acquisition on the allocation of profit and loss as well as the pace of fundamental price discovery. The dynamic programming method is used to seek an optimal strategy for utilizing superior information. Lastly, the book features an implementation of the present framework using real-world financial data.
410  0$aContributions to Management Science,$x1431-1941
606   $aFinancial engineering
606   $aOperations research
606   $aDecision making
606   $aBusiness enterprises?Finance
606   $aEconomics, Mathematical 
606   $aComputer mathematics
606   $aFinancial Engineering$3https://scigraph.springernature.com/ontologies/product-market-codes/612020
606   $aOperations Research/Decision Theory$3https://scigraph.springernature.com/ontologies/product-market-codes/521000
606   $aBusiness Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/512000
606   $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062
606   $aComputational Mathematics and Numerical Analysis$3https://scigraph.springernature.com/ontologies/product-market-codes/M1400X
615  0$aFinancial engineering.
615  0$aOperations research.
615  0$aDecision making.
615  0$aBusiness enterprises?Finance.
615  0$aEconomics, Mathematical .
615  0$aComputer mathematics.
615 14$aFinancial Engineering.
615 24$aOperations Research/Decision Theory.
615 24$aBusiness Finance.
615 24$aQuantitative Finance.
615 24$aComputational Mathematics and Numerical Analysis.
676   $a332.6
700   $aAyd?n$b Nadi Serhan$4aut$4http://id.loc.gov/vocabulary/relators/aut$0981423
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910255033803321
996   $aFinancial Modelling with Forward-looking Information$92240043
997   $aUNINA