Dynamic Markov Bridges and Market Microstructure: Theory and Applications

(Bog, Paperback / softback, Engelsk)
Forfattere: Umut Cetin, Albina Danilova



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Beskrivelse

The construction of a Dynamic Markov Bridge, a useful extension of Markov bridge theory, addresses several important questions concerning how financial markets function, among them: how the presence of an insider trader impacts market efficiency;

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Forlag Springer-Verlag New York Inc.
Forfattere Umut Cetin, Albina Danilova
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgave Softcover Reprint of the Original 1st 2018 ed.
Udgivelsesdato 10-12-2019
Første udgivelsesår 2019
Serie Probability Theory and Stochastic Modelling
Illustrationer XIV, 234 p.
Originalsprog United States
Sideantal 234
Indbinding Paperback / softback
Forlag Springer-Verlag New York Inc.
Sideoplysninger 234 pages, XIV, 234 p.
Mål 235 x 155
ISBN-13 / EAN-13 9781493993994