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Incomplete information and heterogeneous beliefs in continuous-time finance / Alexandre Ziegler

Auteur principal : Ziegler, Alexandre, 1975-, AuteurType 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 finance
91-02, Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
En-ligne : Springerlink
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Salle R
91 ZIE (Browse shelf) 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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