Nonlinear Economic Dynamics and Financial Modelling

Essays in Honour of Carl Chiarella de

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Éditeur :

Springer


Paru le : 2014-07-26

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Description

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.
Pages
389 pages
Collection
n.c
Parution
2014-07-26
Marque
Springer
EAN papier
9783319074696
EAN EPUB
9783319074702

Informations sur l'ebook
Nombre pages copiables
3
Nombre pages imprimables
38
Taille du fichier
6687 Ko
Prix
94,94 €

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