Name: Dynamic Markov Bridges and Market Microstructure
Price: 1384.95 DKK
Availability: InStock
Author: Umut Cetin
ISBN: 9781493988334

Dynamic Markov Bridges and Market Microstructure af Umut Cetin

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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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Sprog:
Engelsk

ISBN:
9781493988334

Forlag:
Springer-Verlag New York Inc.

Indbinding:
Hardback

Sideantal:
234

Udgivet:
26. Oktober 2018

Udgave:
12018

Størrelse:
243x163x17 mm.

Vægt:
528 g.

Leveringstid: 2-3 uger.
Forventet levering: 24. Juli 2024

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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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