Nonlinear Economic Dynamics and Financial Modelling
Broschiertes Buch

Nonlinear Economic Dynamics and Financial Modelling

Essays in Honour of Carl Chiarella

Herausgegeben: Dieci, Roberto; He, Xue-Zhong; Hommes, Cars
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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 illustra...