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.
Bubbles and Contagion in Financial Markets, Volume 2: Models and Mathematics
1. Asset price dynamics and stochastic processes 2. Stylized facts of financial markets and bubbles 3. Introduction to contagions and bubbles 4. Rational Social Learning 5. Bubbles 6. Fundamental versus contagion variables to explain returns
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