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Dynamic Markov Bridges and Market Microstructure

By: Umut Cetin (Author) , Albina Danilova (Author)

1 in stock

Ksh 19,800.00

Format: Hardback or Cased Book

ISBN-13: 9781493988334

Publisher: Springer-Verlag New York Inc.

Publication Date: Oct 26th, 2018

Weight: 528 grams

Dimension: 16.30 x 24.30 x 1.70 cms

Category: FINANCE & ACCOUNTING

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The construction of a Dynamic Markov Bridge, a useful extension of Markov bridge theory, addresses several important questions concerning how financial markets function, among them: how the presence of an insider trader impacts market efficiency;

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