Lavoisier S.A.S.
14 rue de Provigny
94236 Cachan cedex
FRANCE

Heures d'ouverture 08h30-12h30/13h30-17h30
Tél.: +33 (0)1 47 40 67 00
Fax: +33 (0)1 47 40 67 02


Url canonique : www.lavoisier.fr/livre/autre/nonlinear-economic-dynamics-and-financial-modelling/dieci/descriptif_3021128
Url courte ou permalien : www.lavoisier.fr/livre/notice.asp?ouvrage=3021128

Nonlinear Economic Dynamics and Financial Modelling, Softcover reprint of the original 1st ed. 2014 Essays in Honour of Carl Chiarella

Langue : Anglais

Coordonnateurs : Dieci Roberto, He Xue-Zhong, Hommes Cars

Couverture de l’ouvrage Nonlinear Economic Dynamics and Financial Modelling

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.

Carl Chiarella: An Interview and Some Perspectives.- Nonlinear Economic Dynamics.- Financial Market Modelling.- Quantitative Finance.

Presents the state of the art on nonlinear economic dynamics, financial market modelling and quantitative finance

Illustrates some of the most recent research tools in these areas

Targets economists and mathematicians in research and practice

Includes supplementary material: sn.pub/extras

Date de parution :

Ouvrage de 389 p.

15.5x23.5 cm

Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).

Prix indicatif 105,49 €

Ajouter au panier

Date de parution :

Ouvrage de 389 p.

15.5x23.5 cm

Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).

Prix indicatif 105,49 €

Ajouter au panier