TY - BOOK
T1 - Nonlinear economic dynamics and financial modelling
T2 - Essays in honour of Carl Chiarella
AU - Dieci, Roberto
AU - He, Xue Zhong
AU - Hommes, Cars
N1 - Publisher Copyright:
© 2014 Springer International Publishing Switzerland. All rights are reserved.
PY - 2014/5/1
Y1 - 2014/5/1
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=84930703558&partnerID=8YFLogxK
U2 - 10.1007/978-3-319-07470-2
DO - 10.1007/978-3-319-07470-2
M3 - Book
AN - SCOPUS:84930703558
SN - 3319074695
SN - 9783319074696
BT - Nonlinear economic dynamics and financial modelling
PB - Springer International Publishing
ER -