Uncertainty Expectations And Asset Price Dynamics
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Uncertainty Expectations And Asset Price Dynamics
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Author : Fredj Jawadi
language : en
Publisher: Springer
Release Date : 2018-11-30
Uncertainty Expectations And Asset Price Dynamics written by Fredj Jawadi and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-30 with Business & Economics categories.
Written in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers. The topics discussed include the effects of information and transaction costs on informational and allocative market efficiency, bubbles and stock price dynamics, paradox of rational expectations and the principle of limited information, uncertainty and expectation hypotheses, oil price dynamics, and nonlinearity in asset price dynamics.
Computational Science Iccs 2021
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Author : Maciej Paszynski
language : en
Publisher: Springer Nature
Release Date : 2021-06-10
Computational Science Iccs 2021 written by Maciej Paszynski and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-10 with Computers categories.
The six-volume set LNCS 12742, 12743, 12744, 12745, 12746, and 12747 constitutes the proceedings of the 21st International Conference on Computational Science, ICCS 2021, held in Krakow, Poland, in June 2021.* The total of 260 full papers and 57 short papers presented in this book set were carefully reviewed and selected from 635 submissions. 48 full and 14 short papers were accepted to the main track from 156 submissions; 212 full and 43 short papers were accepted to the workshops/ thematic tracks from 479 submissions. The papers were organized in topical sections named: Part I: ICCS Main Track Part II: Advances in High-Performance Computational Earth Sciences: Applications and Frameworks; Applications of Computational Methods in Artificial Intelligence and Machine Learning; Artificial Intelligence and High-Performance Computing for Advanced Simulations; Biomedical and Bioinformatics Challenges for Computer Science Part III: Classifier Learning from Difficult Data; Computational Analysis of Complex Social Systems; Computational Collective Intelligence; Computational Health Part IV: Computational Methods for Emerging Problems in (dis-)Information Analysis; Computational Methods in Smart Agriculture; Computational Optimization, Modelling and Simulation; Computational Science in IoT and Smart Systems Part V: Computer Graphics, Image Processing and Artificial Intelligence; Data-Driven Computational Sciences; Machine Learning and Data Assimilation for Dynamical Systems; MeshFree Methods and Radial Basis Functions in Computational Sciences; Multiscale Modelling and Simulation Part VI: Quantum Computing Workshop; Simulations of Flow and Transport: Modeling, Algorithms and Computation; Smart Systems: Bringing Together Computer Vision, Sensor Networks and Machine Learning; Software Engineering for Computational Science; Solving Problems with Uncertainty; Teaching Computational Science; Uncertainty Quantification for Computational Models *The conference was held virtually.
Uncertainty Within Economic Models
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Author : Lars Peter Hansen
language : en
Publisher: World Scientific
Release Date : 2014-09-09
Uncertainty Within Economic Models written by Lars Peter Hansen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-09 with Business & Economics categories.
Written by Lars Peter Hansen (Nobel Laureate in Economics, 2013) and Thomas Sargent (Nobel Laureate in Economics, 2011), Uncertainty within Economic Models includes articles adapting and applying robust control theory to problems in economics and finance. This book extends rational expectations models by including agents who doubt their models and adopt precautionary decisions designed to protect themselves from adverse consequences of model misspecification. This behavior has consequences for what are ordinarily interpreted as market prices of risk, but big parts of which should actually be interpreted as market prices of model uncertainty. The chapters discuss ways of calibrating agents' fears of model misspecification in quantitative contexts.
Demystifying China S Stock Market
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Author : Eric Girardin
language : en
Publisher: Springer Nature
Release Date : 2019-09-13
Demystifying China S Stock Market written by Eric Girardin and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-09-13 with Business & Economics categories.
Mainstream research has rationalized China’s stock market on the basis of paradigms such as the institutional approach, the efficient market hypothesis, and corporate valuation principles. The deviations from such paradigms have been analyzed as puzzles of China’s stock market. Girardin and Liu explore to what extent, in the perspective of Chinese cultural and historical characteristics, far from being puzzles, these 'deviations’ are rather the symptoms of a consistent strategy for the design, development and regulation of a government-dominated financial system. This book will help investors, observers and researchers understand the hidden logic of the design and functioning of China’s modern stock market, taking a political economy view.
Asset Price Dynamics Volatility And Prediction
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Author : Stephen J. Taylor
language : en
Publisher: Princeton University Press
Release Date : 2011-02-11
Asset Price Dynamics Volatility And Prediction written by Stephen J. Taylor and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-02-11 with Business & Economics categories.
This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theoretical models, Stephen Taylor applies methods supported by empirical research of equity and foreign exchange markets to show how daily and more frequent asset prices, and the prices of option contracts, can be used to construct and assess predictions about future prices, their volatility, and their probability distributions. Stephen Taylor provides a comprehensive introduction to the dynamic behavior of asset prices, relying on finance theory and statistical evidence. He uses stochastic processes to define mathematical models for price dynamics, but with less mathematics than in alternative texts. The key topics covered include random walk tests, trading rules, ARCH models, stochastic volatility models, high-frequency datasets, and the information that option prices imply about volatility and distributions. Asset Price Dynamics, Volatility, and Prediction is ideal for students of economics, finance, and mathematics who are studying financial econometrics, and will enable researchers to identify and apply appropriate models and methods. It will likewise be a valuable resource for quantitative analysts, fund managers, risk managers, and investors who seek realistic expectations about future asset prices and the risks to which they are exposed.
A Primer On Macroeconomics Portrait View
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Author : George A. Waters
language : en
Publisher: Illinois State University
Release Date :
A Primer On Macroeconomics Portrait View written by George A. Waters and has been published by Illinois State University this book supported file pdf, txt, epub, kindle and other format this book has been release on with Business & Economics categories.
This book bridges the gap between undergraduate textbooks using graphs, and graduate level texts that focus on a single theoretical framework. The text presents a range of models and connects them to current policy issues and empirical results. The field of macroeconomics has made great strides, but it is far from a finished product. See the website for more information: https://primeronmacro.blogspot.com/
The Fabric Of Digital Autonomy Rethinking Decision Systems In Modern Financial Networks And Intelligent Infrastructure
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Author : Avinash Pamisetty
language : en
Publisher: BUDHA PUBLICATIONS
Release Date :
The Fabric Of Digital Autonomy Rethinking Decision Systems In Modern Financial Networks And Intelligent Infrastructure written by Avinash Pamisetty and has been published by BUDHA PUBLICATIONS this book supported file pdf, txt, epub, kindle and other format this book has been release on with Computers categories.
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Communication And Language Analysis In The Corporate World
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Author : Hart, Roderick P.
language : en
Publisher: IGI Global
Release Date : 2014-01-31
Communication And Language Analysis In The Corporate World written by Hart, Roderick P. and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-31 with Business & Economics categories.
While personal variables like age, education, and gender are often thought to contribute to a person’s distinctive speech pattern, corporate environments often develop its own way of communication which include larger scale variables like the economy and organizational traditions. Communication and Language Analysis in the Corporate World provides insight into the verbiage of the corporate world and the influence of this environment for a person’s speech pattern, language, and terminology. This book will provide a guide for language researchers and business leaders alike so that they may find a way to communicate with everyone – customers, colleagues, and CEOs – effectively.
Crises And Uncertainty In The Economy
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Author : Hachmi BEN AMEUR
language : en
Publisher: Springer Nature
Release Date : 2023-01-13
Crises And Uncertainty In The Economy written by Hachmi BEN AMEUR and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-01-13 with Business & Economics categories.
This book explores how the economic sphere has experienced an ultimate shape after the occurrence of several crises, since 2000s. The subprime crisis has trigged the transition from conventional to unconventional frameworks in most industrialised and emerging economies. This book highlights how the sovereign debt crisis has exacerbated the economic environment and raised economic uncertainty. This book asserts that markets integration have boosted contagion and risk spillovers among financial markets. Moreover, the Brexit and US-China trade tension has intensified uncertainty and the economic challenges. This book examines in recent times how humanity has experienced the most dramatic health crisis and their economic effects. This pandemic lockdowns several countries and caused an economic and financial collapse. This book expands on these crises, with different origins and mechanisms, have shaped the economic systems in several ways: monetary policy, macroeconomic imbalance, economic growth, economic integration, financial risk, volatility and trade effects. The main aims of this book cover the topical issues related to crises and uncertainty and the economic consequences. This book is drawn from academics and practitioners presenting high-quality original research papers, presented in the Financial and Economic Meeting conference 2021.
Asset Pricing For Dynamic Economies
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Author : Sumru Altug
language : en
Publisher: Cambridge University Press
Release Date : 2008-09-11
Asset Pricing For Dynamic Economies written by Sumru Altug and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-09-11 with Business & Economics categories.
This introduction to general equilibrium modelling takes an integrated approach to the analysis of macroeconomics and finance. It provides students, practitioners, and policymakers with an easily accessible set of tools that can be used to analyze a wide range of economic phenomena. Key features: • Provides a consistent framework for understanding dynamic economic models • Introduces key concepts in finance in a discrete time setting • Develops simple recursive approach for analyzing a variety of problems in a dynamic, stochastic environment • Sequentially builds up the analysis of consumption, production, and investment models to study their implications for allocations and asset prices • Reviews business cycle analysis and the business cycle implications of monetary and international models • Covers latest research on asset pricing in overlapping generations models and on models with borrowing constraints and transaction costs • Includes end-of-chapter exercises allowing readers to monitor their understanding of each topic Online resources are available at www.cambridge.org/altug_labadie