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Dynamic Markov Bridges and Market Microstructure: Theory and Applications - Probability Theory and Stochastic Modelling Umut Cetin 2018 edition
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Dynamic Markov Bridges and Market Microstructure: Theory and Applications - Probability Theory and Stochastic Modelling
Umut Cetin
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;
234 pages, XIV, 234 p.
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 26 de octubre de 2018 |
| ISBN13 | 9781493988334 |
| Editores | Springer-Verlag New York Inc. |
| Páginas | 234 |
| Dimensiones | 243 × 163 × 17 mm · 528 g |
| Lengua | Inglés |
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