Übersicht			Auf mobile öffnen

Lieferstatus:	i.d.R. innert 14-24 Tagen versandfertig
Veröffentlichung:	August 2014
Genre:	Wirtschaft / Recht
ISBN:	9783319074696
EAN-Code:	9783319074696
Verlag:	Springer International Publishing
Einband:	Gebunden
Sprache:	English
Dimensionen:	H 241 mm / B 160 mm / D 28 mm
Gewicht:	776 gr
Seiten:	408
Zus. Info:	HC runder Rücken kaschiert
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

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.