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.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!