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Bubbles and Contagion in Financial Markets, Volume 2 : Models and Mathematics

Porras, Eva R. - 2017

introduced in the first volume to a more technical level. Where volume I provided an introduction to the mathematics of bubbles …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 …

Persistent link: https://www.econbiz.de/10014019830

Contemporary Trends and Challenges in Finance : Proceedings from the 3rd Wroclaw International Conference in Finance

Jajuga, Krzysztof (ed.); Locarek-Junge, Hermann (ed.); … - Wrocław International Conference in Finance <3., 2017, … - 2018

Part I: Econometrics of Financial Markets -- Information Asymmetry, Liquidity and the Dynamic Volume-Return Relation in Panel Data Analysis -- Density forecasts of emerging markets’ exchange rates using Monte Carlo simulation with regime switching -- Determination of the own funds requirements...

Persistent link: https://www.econbiz.de/10013256187

Uncertainty, Expectations and Asset Price Dynamics : Essays in Honor of Georges Prat

Jawadi, Fredj (ed.) - 2018

allocative market efficiency, bubbles and stock price dynamics, paradox of rational expectations and the principle of limited … Acalin, Bruno Cabrillac, Gilles Dufrénot, Luc Jacolin, Samuel Diop) -- Part IV: Fundamentals and Bubbles -- Informational … efficiency and endogenous rational bubbles (George A. Waters) -- Stock market bubble migration: From Shanghai to Hong Kong (Eric …

Persistent link: https://www.econbiz.de/10012396955

On Values in Finance and Ethics : Forgotten Trails and Promising Pathways

Schäfer, Henry - 2019

This book uses the building blocks of modern capital market theory, including behavioural finance, as the point of departure for an analysis of hidden ethical content in the contemporary research into capital markets. It illustrates the significant degree of alienation between the financial and...

Persistent link: https://www.econbiz.de/10012397046

Ethics in Quantitative Finance : A Pragmatic Financial Market Theory

Johnson, Timothy - 2017

This book presents an ethical theory for financial transactions that underpins the stability of modern economies. It combines elements from history, ethics, economics and mathematics to show how these combined can be used to develop a pragmatic theory of financial markets. Written in three...

Persistent link: https://www.econbiz.de/10012397534

Contemporary Trends and Challenges in Finance : Proceedings from the 2nd Wroclaw International Conference in Finance

Jajuga, Krzysztof (ed.); Orlowski, Lucjan T. (ed.); … - 2017

This book contains a selection of the contributions presented at the conference. The articles reflect the extent, diversity and richness of research areas in the field, both fundamental and applied finance. The target audience of these proceedings includes researchers at universities and...

Persistent link: https://www.econbiz.de/10012398249

Kapitalmarktorientierte Konzernbewertung

Schirmer, Ulrike - 2015

Ulrike Schirmer befasst sich mit der Verknüpfung der kapitalmarktorientierten Unternehmensbewertung mit den Spezifika eines Konzerns. Dabei analysiert sie insbesondere, wie Verflechtungen zwischen den Konzernunternehmen sowie die Berücksichtigung von Minderheitseignern und spezifische...

Persistent link: https://www.econbiz.de/10012402157

Cognitive Finance : Neue Sicht auf Wirtschaft und Finanzmärkte

Rapp, Heinz-Werner - 2017

Kapitalmarkttheorie und Markteffizienz-Hypothese - überfälliger Paradigmenwechsel -- Ein realistischeres Bild der Kapitalmärkte -- Verhaltenswissenschaftliche Ansätze und "Behavioral Finance" -- Neue Perspektiven aus Neurowissenschaft und Kognitionsforschung -- Der nächste Schritt:...

Persistent link: https://www.econbiz.de/10014018617

Hidden Markov Models in Finance : Further Developments and Applications, Volume II

Mamon, Rogemar S. - 2014

Robustification of an on-line EM algorithm for modelling asset prices within an HMM -- Stochastic volatility or stochastic central tendency: evidence from a hidden Markov model of the short-term interest rate -- An econometric model of the term structure of interest rates under regime-switching...

Persistent link: https://www.econbiz.de/10014020477

Finanzmarktsimulation mit Multiagentensystemen : Entwicklung eines methodischen Frameworks

Heun, Michael (contributor) - 2008

Bubbles, künstlich erzeugt werden können. Das Buch wendet sich an Dozenten und Studenten der Betriebswirtschaftslehre mit den …

Persistent link: https://www.econbiz.de/10013516823