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

Author:   Nadi Serhan Aydın
Publisher:   Springer International Publishing AG
Edition:   1st ed. 2017
ISBN:  

9783319571461


Pages:   98
Publication Date:   22 June 2017
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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Financial Modelling with Forward-looking Information: An Intuitive Approach to Asset Pricing


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Author:   Nadi Serhan Aydın
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   1st ed. 2017
Weight:   0.454kg
ISBN:  

9783319571461


ISBN 10:   331957146
Pages:   98
Publication Date:   22 June 2017
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

Introduction.- The Signal-based Framework.- A Signal-based Heterogeneous Agent Network.- Putting Signal-based Model to Work.- Conclusion. 

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Author Information

Dr. Nadi Serhan Aydın, FRM, is a graduate of the Institute of Applied Mathematics at Middle East Technical University and a lecturer at TED University in Ankara, Turkey. Formerly, he was a research fellow at Imperial College London and served as a senior research economist in an intergovernmental organization. His research interest lies in financial mathematics, risk management, stochastic & digital filtering, market microstructure, and frequency-domain analysis.

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