Financial Modelling with Forward-looking Information An Intuitive Approach to Asset Pricing /

This 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...

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Main Author: Aydın, Nadi Serhan. (Author, http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
Edition:1st ed. 2017.
Series:Contributions to Management Science,
Subjects:
Online Access:https://doi.org/10.1007/978-3-319-57147-8