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video | http://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 |  |
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 |
doi | https://doi.org/10.1007/978-3-319-07470-2 |
isbn_softcover | 978-3-319-37961-6 |
isbn_ebook | 978-3-319-07470-2 |
copyright | Springer International Publishing Switzerland 2014 |