TY  - BOOK
AU  - Dieci,Roberto
AU  - He,Xue-Zhong
AU  - Hommes,Cars
ED  - SpringerLink (Online service)
TI  - Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella 
SN  - 9783319074702
AV  - HB1-846.8 
U1  - 330.1 23
PY  - 2014///
CY  - Cham
PB  - Springer International Publishing, Imprint: Springer
KW  - Economics
KW  - Social sciences
KW  - Data processing
KW  - Mathematics
KW  - Finance
KW  - Economics/Management Science
KW  - Economic Theory
KW  - Quantitative Finance
KW  - Computer Appl. in Social and Behavioral Sciences
KW  - Finance/Investment/Banking
KW  - Game Theory, Economics, Social and Behav. Sciences
KW  - Financial Economics
N1  - Carl Chiarella: An Interview and Some Perspectives -- Nonlinear Economic Dynamics -- Financial Market Modelling -- Quantitative Finance
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
UR  - http://dx.doi.org/10.1007/978-3-319-07470-2
ER  -