ENGLISH

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

By Eva R. Porras (auth.)

Book information

Publisher
Palgrave Macmillan UK
Year
2017
ISBN
978-1-137-52441-6, 978-1-137-52442-3
Language
english
Format
PDF
Filesize
8 MB (7955852 bytes)
Edition
1
Pages
XXI, 266\283
Time added
2017-11-21 00:00:00
Corporate Finance

Description

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. Front Matter ....Pages i-xxi Asset Price Dynamics and Stochastic Processes (Eva R. Porras)....Pages 1-51 Stylized Facts of Financial Markets and Bubbles (Eva R. Porras)....Pages 53-70 Introduction to Contagion and Bubbles (Eva R. Porras)....Pages 71-102 Rational Social Learning (Eva R. Porras)....Pages 103-128 Bubbles (Eva R. Porras)....Pages 129-230 Fundamental Versus Contagion Variables to Explain Returns (Eva R. Porras)....Pages 231-257 Back Matter ....Pages 259-266

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