Bubbles and Contagion in Financial Markets, Volume 2

Models and Mathematics
2017. Auflage 2017
ISBN: 978-1-137-52441-6
Verlag: Palgrave MacMillan UK

Buch, Englisch, 266 Seiten, Format (B × H): 167 mm x 248 mm, Gewicht: 647 g

Quantitative approach: This will be one of very few books that takes a quantitative approach to bubbles and contagion in the markets 

Topical: Recent financial crises have led to a surge of interest in market microstructure topics and interest is likely to increase 

Grounded in practice: Despite a mathematical approach, the book will be very much grounded in practice and in what is happening or has happened in the markets, making it an ideal desk reference for trading practitioners and firms

Zielgruppe

Research

Autoren/Hrsg.

Porras, Eva R

Fachgebiete

• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie
• Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik
• Wirtschaftswissenschaften Betriebswirtschaft Unternehmensfinanzen
• Wirtschaftswissenschaften Volkswirtschaftslehre Internationale Wirtschaft Internationale Finanzmärkte
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Internationale Finanzmärkte
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Unternehmensfinanzierung
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Industrielle Organisation
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Anlagen & Wertpapiere

Inhaltsverzeichnis

Chapter1 Asset price dynamics and stochastic processes.- Chapter2 Stylized facts of financial markets and bubbles.- Chapter3 Introduction to contagions and bubbles.- Chapter4 Rational Social Learning.- Chapter5 Bubbles.- Chapter6 Fundamental versus contagion variables to explain returns.-

Über Autor(innen)

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.