Multiperiod Securities Markets With Differential Information: Martingales and Resolution Times - Softcover

Duffie, Darrell; Huang, Chi-fu

Softcover

ISBN 10: 102150288X ISBN 13: 9781021502889

Publisher: Legare Street Press, 2023

Synopsis

A rigorous examination of the role of information and martingales in multiperiod securities trading, and their impact on resolution times. Essential reading for economists and financial professionals.

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Edition details

• Publisher: Legare Street Press
• Publication date: 2023
• Language: English
• ISBN 10: 102150288X
• ISBN 13: 9781021502889
• Binding: Paperback
• Number of pages: 32