Incomplete information and heterogeneous beliefs in continuous-time finance / Alexandre Ziegler
Type de document : MonographieCollection : Springer financeLangue : anglais.Pays: Etats Unis.Éditeur : Berlin : Springer, 2003Description : 198 p. : ill. ; 25 cmISBN: 3540003444.ISSN: 1616-0533.Bibliographie : réf. bibliogr. pp. [187]-190.Sujet MSC : 91Gxx, Game theory, economics, finance, and other social and behavioral sciences - Actuarial science and mathematical finance91-02, Research exposition (monographs, survey articles) pertaining to game theory, economics, and financeEn-ligne : Springerlink Item type:

Current library | Call number | Status | Date due | Barcode |
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CMI Salle R | 91 ZIE (Browse shelf(Opens below)) | Available | 02264-01 |
The book to be reviewed is a revised version of the author's habilitation (postdoctoral) thesis. It is concerned with the analysis of the effects of incorporating incomplete information and heterogeneous beliefs in continuous-time financial models and thus tries to give an explanation to various empirical phenomena. Therefore, the book is mainly addressed to researchers and graduate students in the fields of economics or finance. However, interested practitioners may also be counted to its target audience. (Zentralblatt)
réf. bibliogr. pp. [187]-190
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