Search Results for: Incomplete Information And Heterogeneous Beliefs In Continuous Time Finance

After a brief review of the existing incomplete information literature, the effect of incomplete information on investors' exptected utility, risky asset prices

An introduction to economic applications of the theory of continuous-time finance that strikes a balance between mathematical rigor and economic interpretation

This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a n

New developments in measuring, evaluating and managing credit risk are discussed in this volume. Addressing both practitioners in the banking sector and resesar

Venture Capital. A Euro-System Approach covers a wide spectrum of topics. These include: how venture capital really works, the relations between venture capital