Editors:
- Presents the state of the art on nonlinear economic dynamics, financial market modelling and quantitative finance
- Illustrates some of the most recent research tools in these areas
- Targets economists and mathematicians in research and practice
- Includes supplementary material: sn.pub/extras
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Table of contents (21 chapters)
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Front Matter
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Carl Chiarella: An Interview and Some Perspectives
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Front Matter
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Nonlinear Economic Dynamics
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Front Matter
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Financial Market Modelling
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Front Matter
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Quantitative Finance
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Front Matter
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About this book
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.
Editors and Affiliations
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Department of Mathematics, University of Bologna, Bologna, Italy
Roberto Dieci
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UTS Business School, University of Technology, Sydney, Sydney, Australia
Xue-Zhong He
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Amsterdam School of Economics, University of Amsterdam, Amsterdam, The Netherlands
Cars Hommes
Bibliographic Information
Book Title: Nonlinear Economic Dynamics and Financial Modelling
Book Subtitle: Essays in Honour of Carl Chiarella
Editors: Roberto Dieci, Xue-Zhong He, Cars Hommes
DOI: https://doi.org/10.1007/978-3-319-07470-2
Publisher: Springer Cham
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer International Publishing Switzerland 2014
Hardcover ISBN: 978-3-319-07469-6Published: 12 August 2014
Softcover ISBN: 978-3-319-37961-6Published: 17 September 2016
eBook ISBN: 978-3-319-07470-2Published: 26 July 2014
Edition Number: 1
Number of Pages: XV, 389
Number of Illustrations: 71 b/w illustrations
Topics: Economic Theory/Quantitative Economics/Mathematical Methods, Quantitative Finance, Computer Appl. in Social and Behavioral Sciences, Finance, general, Game Theory, Economics, Social and Behav. Sciences, Macroeconomics/Monetary Economics//Financial Economics