Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella - Softcover

 
9783319379616: Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella
Softcover
ISBN 10: 3319379615 ISBN 13: 9783319379616
Verlag: Springer, 2016

Inhaltsangabe

This book reflects the state of the art on nonlinear economic dynamics, financial market modelling and quantitative finance. It contains eighteen papers with topics ranging from disequilibrium macroeconomics, monetary dynamics, monopoly, financial market and limit order market models with boundedly rational heterogeneous agents to estimation, time series modelling and empirical analysis and from risk management of interest-rate products, futures price volatility and American option pricing with stochastic volatility to evaluation of risk and derivatives of electricity market. The book illustrates some of the most recent research tools in these areas and will be of interest to economists working in economic dynamics and financial market modelling, to mathematicians who are interested in applying complexity theory to economics and finance and to market practitioners and researchers in quantitative finance interested in limit order, futures and electricity market modelling, derivative pricing and risk management.

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Von der hinteren Coverseite

This book reflects the state of the art on nonlinear economic dynamics, financial market modelling and quantitative finance. It contains eighteen papers with topics ranging from disequilibrium macroeconomics, monetary dynamics, monopoly, financial market and limit order market models with boundedly rational heterogeneous agents to estimation, time series modelling and empirical analysis, and from risk management of interest-rate products, futures price volatility and American option pricing with stochastic volatility to evaluation of risk and derivatives of electricity market. The book illustrates some of the most recent research tools in these areas and will be of interest to economists working in economic dynamics and financial market modelling, to mathematicians who are interested in applying complexity theory to economics and finance, and to market practitioners and researchers in quantitative finance interested in limit order, futures and electricity market modelling, derivative pricing and risk management.

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Verlag
Springer
Erscheinungsdatum
2016
Sprache
Englisch
ISBN 10 
3319379615
ISBN 13 
9783319379616
Einband
Taschenbuch
Anzahl der Seiten
408
Herausgeber
Dieci Roberto, He Xue-Zhong, Hommes Cars
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9783319074696: Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella

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ISBN 10:  3319074695 ISBN 13:  9783319074696
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Hardcover