Bubbles and Contagion in Financial Markets, Volume 2 - Eva R. Porras

Bubbles and Contagion in Financial Markets, Volume 2

Models and Mathematics

(Autor)

Buch | Hardcover
266 Seiten
2017 | 1st ed. 2017
Palgrave Macmillan (Verlag)
978-1-137-52441-6 (ISBN)
106,95 inkl. MwSt
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 into the modeling aspects.

Eva R. Porras (Madrid, Spain) is a financial and business consultant, providing financial expertise to numerous multinational businesses. She is currently serving as Head Consultant for Business Valuation SL in Spain; Habitat Property Partners in Budapest, and is the Director of the International Programs in the Business School of the Universidad Internacional de La Rioja in Spain. Doctor Porras has over three decades of experience working in financial institutions and corporations, including for CBS/Fox and Citibank. She has held a distinguished academic career, and was Academic Dean of the Central European University Business School in Budapest, Hungary, and previously, Director of Master Programs in Finance at the Instituto de Empresa in Madrid, Spain.

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.-

Erscheinungsdatum
Zusatzinfo 30 Illustrations, black and white; XXI, 266 p. 30 illus.
Verlagsort Basingstoke
Sprache englisch
Maße 155 x 235 mm
Themenwelt Wirtschaft Betriebswirtschaft / Management Finanzierung
Wirtschaft Volkswirtschaftslehre Ökonometrie
Schlagworte Banking • business • business finance • Corporate Finance • Econometrics • Economics • Finance • Financial Market • Financial Markets • Interest • Investments • Modeling • science and technology • Securities • Trading
ISBN-10 1-137-52441-3 / 1137524413
ISBN-13 978-1-137-52441-6 / 9781137524416
Zustand Neuware
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