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Excerpt from Information Structure and Equilibrium Asset Prices
All the results in this paper are valid if agents are endowed with different probability measures on provided each agent's endowed probability measure is equivalent to P. Two probability measures on the measurable space are said to be equivalent if they have the same null sets. For expository purpose, however, we shall assume that agents are endowed with a common probability measure P.
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Information Structure and Equilibrium Asset Prices (Classic Reprint)
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Paperback. Zustand: New. Print on Demand. This book delves into the relationship between information and the pricing of assets in continuous-time markets where agents trade in financial securities while receiving information over time. The book establishes that in such markets, asset prices must have continuous paths. The author also explores the implications of different information structures, revealing that when information is not revealed continuously, the times at which prices can jump are linked to the underlying information structure. Written by an authority in the field, this book provides a rigorous and in-depth analysis of the dynamics of asset prices under various information structures. Its insights are essential reading for academics and practitioners seeking to understand the intricacies of financial markets. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item. Bestandsnummer des Verkäufers 9781330852989_0
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Information Structure and Equilibrium Asset Prices (Classic Reprint)
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PAP. Zustand: New. New Book. Shipped from UK. Established seller since 2000. Bestandsnummer des Verkäufers LW-9781330852989
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Information Structure and Equilibrium Asset Prices (Classic Reprint)
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PAP. Zustand: New. New Book. Shipped from UK. Established seller since 2000. Bestandsnummer des Verkäufers LW-9781330852989
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