Nonlinear Economic Dynamics and Financial Modelling
Language: English
Published by Springer International Publishing, 2014
- Hardcover
- New
Seller: moluna, Greven, Germanymoluna
AbeBooks seller since July 9, 2020
Condition: New
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Add to basketItem description from seller
Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Presents the state of the art on nonlinear economic dynamics, financial market modelling and quantitative financeIllustrates some of the most recent research tools in these areasTargets economists and mathematicians in research and practice.
Seller Inventory # 4497890
- Title
- Nonlinear Economic Dynamics and Financial Modelling
- Author
- Dieci, Roberto|He, Xue-Zhong|Hommes, Cars
- Publisher
- Springer International Publishing
- Publication year
- 2014
- Condition
- New
- Binding
- Gebunden
- Language
- English
- ISBN 10
- 3319074695
- ISBN 13
- 9783319074696
- Seller catalogs
- Sozialwissenschaften/Recht/Wirtschaft
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.
"Synopsis" may belong to another edition of this title.
From the Back Cover
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.
"About the title" may belong to another edition of this title.
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