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

ISBN-13: 9781137524416 / Angielski / Twarda / 2017 / 266 str.

Eva R. Porras

Spis treści

1. Asset price dynamics and stochastic processes 

2. Stylized facts of financial markets and bubbles 

3. Introduction to contagions and bubbles 

4. Rational Social Learning 

5. Bubbles 

6. Fundamental versus contagion variables to explain returns 

O autorze

Eva R. Porras (Madrid, Spain) is a financial and business consultant, providing financial expertise to numerous multinational businesses. She is currently serving as Head Consultant for Business Valuation SL in Spain; Habitat Property Partners in Budapest, and is the Director of the International Programs in the Business School of the Universidad Internacional de La Rioja in Spain. Doctor Porras has over three decades of experience working in financial institutions and corporations, including for CBS/Fox and Citibank. She has held a distinguished academic career, and was Academic Dean of the Central European University Business School in Budapest, Hungary, and previously, Director of Master Programs in Finance at the Instituto de Empresa in Madrid, Spain.

Blurb

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.