Nonlinear Economic Dynamics and Financial Modelling | Essays in Honour of Carl Chiarella. Questo articolo non è disponibile.
Lingua: inglese
Editore: Springer, 2014
- Rilegato
- Nuovo
Da: preigu, Osnabrück, Germaniapreigu
Venditore AbeBooks dal 5 agosto 2024
Condizione: Nuovo
EUR 95,70
Descrizione dell’articolo da parte del venditore
Nonlinear Economic Dynamics and Financial Modelling | Essays in Honour of Carl Chiarella | Roberto Dieci (u. a.) | Buch | xv | Englisch | 2014 | Springer | EAN 9783319074696 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand.
Codice articolo 105214620
- Titolo
- Nonlinear Economic Dynamics and Financial Modelling | Essays in Honour of Carl Chiarella
- Autore
- Roberto Dieci (u. a.)
- Editore
- Springer
- Anno di pubblicazione
- 2014
- Condizione
- Neu
- Rilegatura
- Buch
- Lingua
- inglese
- ISBN 10
- 3319074695
- ISBN 13
- 9783319074696
- Peso dell'articolo
- 776 grammi
- Dimensioni
- 241 x 160 x 28 mm
- Cataloghi dei venditori
- Bücher
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.
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Dalla quarta di copertina
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.
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