Financial Informatics

Financial Informatics
Author :
Publisher : World Scientific Publishing Company
Total Pages : 0
Release :
ISBN-10 : 9811246483
ISBN-13 : 9789811246487
Rating : 4/5 (83 Downloads)

Book Synopsis Financial Informatics by : Dorje Brody

Download or read book Financial Informatics written by Dorje Brody and published by World Scientific Publishing Company. This book was released on 2021-12 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Brody-Hughston-Macrina approach to information-based asset pricing introduces a new way of looking at the mechanisms determining price movements in financial markets. The resulting theory of financial informatics is applicable across a wide range of asset classes and is distinguished by its emphasis on the explicit modelling of market information flows. In the BHM theory, each asset is defined by a collection of cash flows and each such cash flow is associated with a family of one or more so-called information processes that provide partial information about the cash flow. The theory is highly appealing on an intuitive basis: it is directly applicable to trading, investment and risk management - and yet at the same time leads to interesting mathematics. The present volume brings together a collection of 18 foundational papers of the subject by Brody, Hughston, and Macrina, many written in collaboration with various co-authors. There is a preface summarizing the current status of the theory, together with a brief history and bibliography of the subject. This book will be of great interest both to newcomers to financial mathematics as well as to established researchers in the subject.


Financial Informatics Related Books

Financial Informatics
Language: en
Pages: 0
Authors: Dorje Brody
Categories: Evaluation
Type: BOOK - Published: 2021-12 - Publisher: World Scientific Publishing Company

DOWNLOAD EBOOK

The Brody-Hughston-Macrina approach to information-based asset pricing introduces a new way of looking at the mechanisms determining price movements in financia
Probabilistic Methods for Financial and Marketing Informatics
Language: en
Pages: 427
Authors: Richard E. Neapolitan
Categories: Mathematics
Type: BOOK - Published: 2010-07-26 - Publisher: Elsevier

DOWNLOAD EBOOK

Probabilistic Methods for Financial and Marketing Informatics aims to provide students with insights and a guide explaining how to apply probabilistic reasoning
Brain Informatics
Language: en
Pages: 347
Authors: Bin Hu
Categories: Computers
Type: BOOK - Published: 2011-08-23 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book constitutes the refereed proceedings of the International Conference on Brain Informatics, BI 2011, held in Lanzhou, China, in September 2011. The 27
Financial Analysis and Risk Management
Language: en
Pages: 215
Authors: Victoria Lemieux
Categories: Business & Economics
Type: BOOK - Published: 2012-10-20 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

The Global Financial Crisis and the Eurozone crisis that has followed have drawn attention to weaknesses in financial records, information and data. These weakn
Brain Informatics
Language: en
Pages: 451
Authors: Yiyu Yao
Categories: Computers
Type: BOOK - Published: 2010-09-02 - Publisher: Springer

DOWNLOAD EBOOK

Annotation This book constitutes the refereed proceedings of the International Conference on Brain Informatics, BI 2010, held in Toronto, China, in August 2010.