Year
2019
Degree Name
Doctor of Philosophy
Department
School of Accounting, Economics and Finance
Abstract
In this thesis we present three financial applications of Markov chain models based on three separate papers. The focus is about two important topics in finance, namely stock valuation and price discovery.
Recommended Citation
De Blasis, Riccardo, Markov Chain Modelling in Finance: Stock Valuation and Price Discovery, Doctor of Philosophy thesis, School of Accounting, Economics and Finance, University of Wollongong, 2019. https://ro.uow.edu.au/theses1/719
FoR codes (2008)
010205 Financial Mathematics, 150201 Finance
Unless otherwise indicated, the views expressed in this thesis are those of the author and do not necessarily represent the views of the University of Wollongong.