Dynamic Markov bridges and market microstructure : theory and applications /: theory and applications. (2018)

• Record Type: Book
• Further Information: Note: Umut Çetin, Albina Danilova.
• Authors: Çetin, Umut; Danilova, Albina, 1977-
• Contents: Markov processes.- Stochastic Differential Equations and Martingale Problems.- Stochastic Filtering.- Static Markov Bridges and Enlargement of Filtrations.- Dynamic Bridges.- Financial markets with informational asymmetries and equilibrium.- Kyle-Back model with dynamic information: no default case.- Appendix A.
• Publisher Details: New York, NY : Springer
• Publication Date: 2018
• Extent: 1 online resource
• Subjects: 519.2/33; Mathematics; Markov processes; Stochastic differential equations; MATHEMATICS / Applied; MATHEMATICS / Probability & Statistics / General; Mathematics -- Applied; Business & Economics -- Statistics; Finance & accounting; Probability & statistics; Distribution (Probability theory); Finance; Statistics; Mathematics -- Probability & Statistics -- General; Electronic books
• Languages: English
• ISBNs: 9781493988358; 1493988352
• Related ISBNs: 9781493988334; 1493988336
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (SpringerLink, viewed October 31, 2018).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.