Bubbles and Contagion in Financial Markets, Volume 2 Models and Mathematics /
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 i...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Language: | English |
| Published: |
London :
Palgrave Macmillan UK : Imprint: Palgrave Macmillan,
2017.
|
| Edition: | 1st ed. 2017. |
| Subjects: | |
| Online Access: | https://doi.org/10.1057/978-1-137-52442-3 |
Table of Contents:
- 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.-.