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Macro-financial Engineering

Volume I: Theory

  • Book
  • Jun 2024

Overview

  • The macro-financial engineering concepts and frameworks offer readers a new area of research

  • The innovation of macro-financial risk analysis approach

  • Be supported by the use of a large number of real dates?

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Keywords

About this book

This book helps to broaden the scope of financial engineering studies to macro-financial sector, in attempt to solve macro-financial risk management issues creatively. As an innovation of financial engineering in the field of macro-finance, the macro-financial engineering makes the macro-financial risk management and the financial asset management be based on more objective basis. In this sense, it is not only the country’s financial risk management system, but also the national business management system. After the in-depth study of the theory of risk management and extensive collection of the latest research results in the field of financial engineering, we have built the analytical framework for macro-financial engineering. Moreover, the further research on financial risk management issues could be done from a point of view of macro-financial engineering. On this basis, we have proposed the usage of a means of macroeconomic capital for risk management and promoting economic growth. The main procedures of the book are as follows: Chapter 1 is an overview of macro-financial engineering. Chapter 2-6 are about the theoretical study of macro-financial risks quantitative research methods. Chapter 7 and chapter 8 introduce the macro-financial risks conduction study. Chapter 9-12 are about a specific study of macro financial regulation. Chapter 13 and chapter 14 are research on macroeconomic capital. And the appendix part is the review of recent abroad pertinent literature.

Authors and Affiliations

  • Economics and Management School, Wuhan University, Wuhan, China

    Yonggang Ye, Lingfeng Song, Pei Zhang

About the authors

Yonggang Ye, PhDin Economics, professor and doctorial tutor of the Economic and Management School, Wuhan University, standing director of Chinese Finance Association, member of Chinese Monetary Society, member of standing committee of the Financial Engineering committee of Chinese Monetary Society; researches mainly on Financial Derivatives Instrument, risk management and financial development. He has published more than 20 academic works on Financial Derivatives Instrument, Financial Instrument Distribution, and Localization of Financial Engineering since the 1990s.

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