000 02955nam a22005175i 4500
003 DE-He213
005 20151013141912.0
007 cr nn 008mamaa
008 140726s2014 gw | s |||| 0|eng d
020 _a9783319074702
_9978-3-319-07470-2
024 7 _a10.1007/978-3-319-07470-2
_2doi
050 4 _aHB1-846.8
072 7 _aKCA
_2bicssc
072 7 _aBUS069030
_2bisacsh
082 0 4 _a330.1
_223
100 1 _aDieci, Roberto.
_eeditor.
245 1 0 _aNonlinear Economic Dynamics and Financial Modelling
_h[electronic resource] :
_bEssays in Honour of Carl Chiarella /
_cedited by Roberto Dieci, Xue-Zhong He, Cars Hommes.
260 1 _aCham :
_bSpringer International Publishing :
_bImprint: Springer,
_c2014.
300 _aXV, 389 p. 71 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
505 0 _aCarl Chiarella: An Interview and Some Perspectives -- Nonlinear Economic Dynamics -- Financial Market Modelling -- Quantitative Finance.
520 _aThis 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.
650 0 _aEconomics.
650 0 _aSocial sciences
_xData processing.
650 0 _aMathematics.
650 0 _aFinance.
650 1 4 _aEconomics/Management Science.
650 2 4 _aEconomic Theory.
650 2 4 _aQuantitative Finance.
650 2 4 _aComputer Appl. in Social and Behavioral Sciences.
650 2 4 _aFinance/Investment/Banking.
650 2 4 _aGame Theory, Economics, Social and Behav. Sciences.
650 2 4 _aFinancial Economics.
700 1 _aHe, Xue-Zhong.
_eeditor.
700 1 _aHommes, Cars.
_eeditor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783319074696
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-319-07470-2
912 _aZDB-2-SBE
942 _2ddc
_cEBOOK
999 _c3062
_d3062