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

Auteur: Ziegler, Alexandre (1975-) - AuteurType de document: Monographie Collection: Springer finance Langue: anglaisPays: Etats UnisÉditeur: Berlin : Springer, 2003Description: 198 p. : ill. ; 25 cm ISBN: 3540003444 ; rel. Note: 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)Bibliographie: réf. bibliogr. pp. [187]-190. Sujets MSC: 91Gxx Game theory, economics, social and behavioral sciences -- Mathematical finance
91-02 Game theory, economics, social and behavioral sciences -- Research exposition (monographs, survey articles)
En-ligne: Springerlink

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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