Multiperiod Securities Markets With Differential Information: Martingales and Resolution Times

by Darrell Duffie and Chi-fu Huang

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.

This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it.

This work is in the "public domain in the United States of America, and possibly other nations. Within...

• Format: Hardcover
• Language: English
• ISBN: 1019952296
• ISBN13: 9781019952290
• Release Date: July 2023
• Publisher: Legare Street Press
• Length: 32 Pages
• Weight: 0.50 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"