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Agent-Based Simulation in Finance: An Application of Agent-Based Computational Economics Models to the U.S. Banking Market
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(Buch) |
Dieser Artikel gilt, aufgrund seiner Grösse, beim Versand als 2 Artikel!
Lieferstatus: |
i.d.R. innert 7-14 Tagen versandfertig |
Veröffentlichung: |
Mai 2014
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Genre: |
Ratgeber |
ISBN: |
9783639491135 |
EAN-Code:
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9783639491135 |
Verlag: |
AV Akademikerverlag |
Einband: |
Kartoniert |
Sprache: |
English
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Dimensionen: |
H 220 mm / B 150 mm / D 5 mm |
Gewicht: |
119 gr |
Seiten: |
68 |
Zus. Info: |
Paperback |
Bewertung: |
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Inhalt: |
Mutli-agent based simulation models allow for the research of economic questions differently than before. This thesis builds a multi-agent based simulation model of the U.S. financial market, to examine the behavior of banks within it. Although the focus is on the credit market, a sub-goal is to build a complete model of the market. This is due to the observation, that in the 2007 financial crisis, seemingly small adjustments in one market of the U.S. led to a world-wide shock to the financial system. While designing, some existing ACE-models are adapted as well as new ones incorporated. The simulation model includes ideas for models of banks, hedge funds, the Federal Reserve System, a stock trading simulation, an information market and federal, as well as corporate and private household, credit customers. |
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