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Titlebook: Nonlinear Economic Dynamics and Financial Modelling; Essays in Honour of Roberto Dieci,Xue-Zhong He,Cars Hommes Book 2014 Springer Interna

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樓主
發(fā)表于 2025-3-21 16:25:44 | 只看該作者 |倒序瀏覽 |閱讀模式
書目名稱Nonlinear Economic Dynamics and Financial Modelling
副標題Essays in Honour of
編輯Roberto Dieci,Xue-Zhong He,Cars Hommes
視頻videohttp://file.papertrans.cn/668/667467/667467.mp4
概述Presents the state of the art on nonlinear economic dynamics, financial market modelling and quantitative finance.Illustrates some of the most recent research tools in these areas.Targets economists a
圖書封面Titlebook: Nonlinear Economic Dynamics and Financial Modelling; Essays in Honour of  Roberto Dieci,Xue-Zhong He,Cars Hommes Book 2014 Springer Interna
描述.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. .
出版日期Book 2014
關鍵詞Complexity theory; Computational finance; Economic dynamics; Financial market modelling; Monetary dynami
版次1
doihttps://doi.org/10.1007/978-3-319-07470-2
isbn_softcover978-3-319-37961-6
isbn_ebook978-3-319-07470-2
copyrightSpringer International Publishing Switzerland 2014
The information of publication is updating

書目名稱Nonlinear Economic Dynamics and Financial Modelling影響因子(影響力)




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書目名稱Nonlinear Economic Dynamics and Financial Modelling網絡公開度學科排名




書目名稱Nonlinear Economic Dynamics and Financial Modelling被引頻次




書目名稱Nonlinear Economic Dynamics and Financial Modelling被引頻次學科排名




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書目名稱Nonlinear Economic Dynamics and Financial Modelling年度引用學科排名




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書目名稱Nonlinear Economic Dynamics and Financial Modelling讀者反饋學科排名




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沙發(fā)
發(fā)表于 2025-3-21 20:34:36 | 只看該作者
st recent research tools in these areas.Targets economists a.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, f
板凳
發(fā)表于 2025-3-22 04:21:46 | 只看該作者
Expectations, Firms’ Indebtedness and Business Fluctuations in a Structural Keynesian Monetary Growtsenting the confidence of investors with regard to future development). The impact of debt-financing of firms on aggregate economic activity and its stability will be studied within this context. We also investigate the dynamics of the resulting model by means of numerical simulations.
地板
發(fā)表于 2025-3-22 05:10:38 | 只看該作者
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發(fā)表于 2025-3-22 10:21:59 | 只看該作者
Time-Varying Cross-Speculation in Currency Futures Markets: An Empirical Analysist herding activities of speculators, where an increase in speculative activity in the Swiss Francs futures market leads to increases of speculative activities in the three other futures markets investigated. These cross-market linkages do not vary substantially over time.
6#
發(fā)表于 2025-3-22 16:39:11 | 只看該作者
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發(fā)表于 2025-3-22 19:30:55 | 只看該作者
On the Risk Evaluation Method Based on the Market Modelve products are calculated at any future time. Risk measures such as Value-at-Risk (VaR) of portfolios with interest-rate sensitive products can be evaluated through simple Monte Carlo simulation. It is shown, however, that some market models often used in practice are not consistent with the no-arbitrage paradigm.
8#
發(fā)表于 2025-3-22 23:12:38 | 只看該作者
Book 2014ers 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
9#
發(fā)表于 2025-3-23 04:19:17 | 只看該作者
Bifurcation Structure in a Model of Monetary Dynamics with Two Kink Pointsmand function (.) is sufficiently large in absolute value and the speed of adjustment of the price to the market disequilibrium (.) is smaller than 1 either cycles of any period or chaotic dynamics may be generated by the model. The description of the bifurcation structure of the . parameter plane is given.
10#
發(fā)表于 2025-3-23 06:06:38 | 只看該作者
Boundedly Rational Monopoly with Single Continuously Distributed Time Delaytion and converges to the stability region of the fixed time delay when the shape parameter goes to infinity; (2) delay has a threshold value below which stability is preserved and above which it is lost; (3) the equilibrium point bifurcates to a limit cycle through Hopf bifurcation when it loses stability.
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