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  • © 2017

Bubbles and Contagion in Financial Markets, Volume 2

Models and Mathematics

Palgrave Macmillan

Authors:

  • 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
  • Includes supplementary material: sn.pub/extras

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Table of contents (6 chapters)

  1. Front Matter

    Pages i-xxi
  2. Introduction to Contagion and Bubbles

    • Eva R. Porras
    Pages 71-102
  3. Rational Social Learning

    • Eva R. Porras
    Pages 103-128
  4. Bubbles

    • Eva R. Porras
    Pages 129-230
  5. Back Matter

    Pages 259-266

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.

Authors and Affiliations

  • Universidad Internacional de la Rioja, Logroño, Spain

    Eva R. Porras

About the author

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.

Bibliographic Information

Buy it now

Buying options

eBook USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Hardcover Book USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access