Nonlinear Economic Dynamics and Financial Modelling

Language: English

Published by Springer, Springer Aug 2014, 2014

3319074695 / 9783319074696

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This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 408 pp. Englisch.

Seller Inventory # 9783319074696

Title
Nonlinear Economic Dynamics and Financial Modelling
Author
Roberto Dieci
Publisher
Springer, Springer Aug 2014
Publication year
2014
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3319074695
ISBN 13
9783319074696
Item weight
776 grams
Dimensions
241x160x28 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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