Übersicht			Auf mobile öffnen

Lieferstatus:	Auf Bestellung (Lieferzeit unbekannt)
Veröffentlichung:	September 2016
Genre:	Wirtschaft / Recht
	Application software / B / Computer Appl. in Social and Behavioral Sciences / Computer Application in Social and Behavioral Sciences / Computer applications in the social & behavioural sciences / Economic Theory / Economic Theory/Quantitative Economics/Mathematical Methods / Economics and Finance / Economics, Mathematical / Finance / Finance & accounting / Finance, general / Financial Economics / game theory / Game Theory, Economics, Social and Behav. Sciences / macroeconomics / Macroeconomics and Monetary Economics / Macroeconomics/Monetary Economics//Financial Economics / Management science / Mathematics in Business, Economics and Finance / Monetary Economics / Quantitative Economics / Quantitative Finance
ISBN:	9783319379616
EAN-Code:	9783319379616
Verlag:	Springer Nature EN
Einband:	Kartoniert
Sprache:	English
Dimensionen:	H 235 mm / B 155 mm / D
Gewicht:	6146 gr
Seiten:	389
Illustration:	XV, 389 p. 71 illus., schwarz-weiss Illustrationen
Zus. Info:	Previously published in hardcover
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.