Complex-Valued Modeling in Economics and Finance

Authors: Svetunkov, Sergey

  • ​First comprehensive text to discuss the fundamentals of complex-valued modeling in economics and finance
  • Presents a systematic approach for utilizing the material in practical applications related to econometrics and financial modeling
  • Complex-valued models are more efficient than real variables in depicting key economic processes
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eBook $159.00
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  • ISBN 978-1-4614-5876-0
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  • Immediate eBook download after purchase
Hardcover $209.00
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  • ISBN 978-1-4614-5875-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $209.00
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  • ISBN 978-1-4899-9585-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

Complex-Valued Modeling in Economics and Finance outlines the theory, methodology, and techniques behind modeling economic processes using complex variables theory.  The theory of complex variables functions is widely used in many scientific fields, since work with complex variables can appropriately describe different complex real-life processes.  Many economic indicators and factors reflecting the properties of the same object can be represented in the form of complex variables. By describing the relationship between various indicators using the functions of these variables, new economic and financial models can be created which are often more accurate than the models of real variables.  This book pays critical attention to complex variables production in stock market modeling, modeling illegal economy, time series forecasting, complex auto-aggressive models, and economic dynamics modeling.  Very little has been published on this topic and its applications within the fields of economics and finance, and this volume appeals to graduate-level students studying economics, academic researchers in economics and finance, and economists.

About the authors

Sergey Svetunkov is Professor of Economics at Saint-Petersburg State University of Economics and Finance.

Table of contents (9 chapters)

  • Theoretical Basis of Complex Economy

    Svetunkov, Sergey

    Pages 1-26

  • Properties of Complex Numbers of a Real Argument and Real Functions of a Complex Argument

    Svetunkov, Sergey

    Pages 27-62

  • Conformal Mappings of Functions of a Complex Variable

    Svetunkov, Sergey

    Pages 63-86

  • Principles of Complex-Valued Econometrics

    Svetunkov, Sergey

    Pages 87-142

  • Production Functions of Complex Argument

    Svetunkov, Sergey

    Pages 143-180

Buy this book

eBook $159.00
price for USA (gross)
  • ISBN 978-1-4614-5876-0
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $209.00
price for USA
  • ISBN 978-1-4614-5875-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $209.00
price for USA
  • ISBN 978-1-4899-9585-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Complex-Valued Modeling in Economics and Finance
Authors
Copyright
2012
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4614-5876-0
DOI
10.1007/978-1-4614-5876-0
Hardcover ISBN
978-1-4614-5875-3
Softcover ISBN
978-1-4899-9585-8
Edition Number
1
Number of Pages
XII, 320
Topics