Bubbles and Contagion in Financial Markets, Volume 2

Models and Mathematics

Authors: Porras, Eva R.

  • Quantitative approach: This will be one of very few books that takes a quantitative approach to bubbles and contagion in the markets 
  • Topical: Recent financial crises have led to a surge of interest in market microstructure topics and interest is likely to increase 
  • Grounded in practice: Despite a mathematical approach, the book will be very much grounded in practice and in what is happening or has happened in the markets, making it an ideal desk reference for trading practitioners and firms
see more benefits

Buy this book

eBook 76,99 €
price for Spain (gross)
  • ISBN 978-1-137-52442-3
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 93,59 €
price for Spain (gross)
  • ISBN 978-1-137-52441-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this book

This book focuses on extending the models and theories (from a mathematical/statistical point of view) which were introduced in the first volume to a more technical level. Where volume I provided an introduction to the mathematics of bubbles and contagion, volume II digs far more deeply and widely into the modeling aspects.

About the authors

Eva R. Porras (Madrid, Spain) is a financial and business consultant, providing financial expertise to numerous multinational businesses. She is currently serving as Head Consultant for Business Valuation SL in Spain; Habitat Property Partners in Budapest, and is the Director of the International Programs in the Business School of the Universidad Internacional de La Rioja in Spain. Doctor Porras has over three decades of experience working in financial institutions and corporations, including for CBS/Fox and Citibank. She has held a distinguished academic career, and was Academic Dean of the Central European University Business School in Budapest, Hungary, and previously, Director of Master Programs in Finance at the Instituto de Empresa in Madrid, Spain.

Table of contents (6 chapters)

  • Asset Price Dynamics and Stochastic Processes

    Porras, Eva R.

    Pages 1-51

    Preview Buy Chapter 30,19 €
  • Stylized Facts of Financial Markets and Bubbles

    Porras, Eva R.

    Pages 53-70

    Preview Buy Chapter 30,19 €
  • Introduction to Contagion and Bubbles

    Porras, Eva R.

    Pages 71-102

    Preview Buy Chapter 30,19 €
  • Rational Social Learning

    Porras, Eva R.

    Pages 103-128

    Preview Buy Chapter 30,19 €
  • Bubbles

    Porras, Eva R.

    Pages 129-230

    Preview Buy Chapter 30,19 €

Buy this book

eBook 76,99 €
price for Spain (gross)
  • ISBN 978-1-137-52442-3
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 93,59 €
price for Spain (gross)
  • ISBN 978-1-137-52441-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Loading...

Bibliographic Information

Bibliographic Information
Book Title
Bubbles and Contagion in Financial Markets, Volume 2
Book Subtitle
Models and Mathematics
Authors
Copyright
2017
Publisher
Palgrave Macmillan UK
Copyright Holder
The Editor(s) (if applicable) and The Author(s)
eBook ISBN
978-1-137-52442-3
DOI
10.1057/978-1-137-52442-3
Hardcover ISBN
978-1-137-52441-6
Edition Number
1
Number of Pages
XXI, 266
Number of Illustrations and Tables
30 b/w illustrations
Topics