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Dynamic Markov Bridges and Market Microstructure: Theory and Applications - Probability Theory and Stochastic Modelling Umut Cetin Softcover Reprint of the Original 1st 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.
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2019. gada 10. decembris |
| ISBN13 | 9781493993994 |
| Izdevēji | Springer-Verlag New York Inc. |
| Lapas | 234 |
| Izmēri | 150 × 220 × 10 mm · 382 g |
| Valoda | Angļu |
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