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Dynamic Markov Bridges and Market Microstructure - Umut Cetin - Bog

- Theory and Applications

Bag om Dynamic Markov Bridges and Market Microstructure

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:
  • 9781493993994
  • Indbinding:
  • Paperback
  • Sideantal:
  • 234
  • Udgivet:
  • 10. december 2019
  • Udgave:
  • 12018
  • Størrelse:
  • 155x235x0 mm.
  • Vægt:
  • 454 g.
  • 8-11 hverdage.
  • 6. december 2024

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  • BLACK NOVEMBER

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Dynamic Markov Bridges and Market Microstructure

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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