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Bubbles and contagion in financial markets. Volume 2, Models and mathematics / by Eva R. Porras.

Porras, Eva R, author.
2017
HG4521 .P577 2016
Available Online
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Title
Bubbles and contagion in financial markets. Volume 2, Models and mathematics / by Eva R. Porras.
Author
Porras, Eva R, author.
ISBN
9781137524423
1137524421
1137524413
9781137524416
DOI
https://doi.org/10.1057/978-1-137-52442-3
Published
London : Palgrave Macmillan, 2017.
Language
English
Description
1 online resource (xxi, 266 pages)
Item Number
10.1057/978-1-137-52442-3 doi
Call Number
HG4521 .P577 2016
Dewey Decimal Classification
658.15
Summary
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.
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text file PDF
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Print version: 9781137524416
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Chapter 1 Asset price dynamics and stochastic processes
Chapter 2 Stylized facts of financial markets and bubbles
Chapter 3 Introduction to contagions and bubbles
Chapter 4 Rational Social Learning
Chapter 5 Bubbles
Chapter 6 Fundamental versus contagion variables to explain returns.

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