Nonlinear Economic Dynamics and Financial Modelling

Essays in Honour of Carl Chiarella

Editors: Dieci, Roberto, He, Xue-Zhong, Hommes, Cars (Eds.)

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  • 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
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eBook $139.00
price for USA in USD (gross)
  • ISBN 978-3-319-07470-2
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $169.99
price for USA in USD
  • ISBN 978-3-319-07469-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $179.00
price for USA in USD
  • Customers within the U.S. and Canada please contact Customer Service at +1-800-777-4643, Latin America please contact us at +1-212-460-1500 (24 hours a day, 7 days a week).
  • Due: November 4, 2016
  • ISBN 978-3-319-37961-6
  • Free shipping for individuals worldwide
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.

Table of contents (21 chapters)

Table of contents (21 chapters)
  • Introduction

    Dieci, Roberto (et al.)

    Pages 1-7

  • An Interview to Carl Chiarella, an Italo-Australian Globe Trotter Who Studies Dynamic Models for Economics and Finance

    Bischi, Gian Italo

    Pages 11-17

  • What’s Beyond? Some Perspectives on the Future of Mathematical Economics

    Chiarella, Carl

    Pages 19-23

  • Expectations, Firms’ Indebtedness and Business Fluctuations in a Structural Keynesian Monetary Growth Framework

    Charpe, Matthieu (et al.)

    Pages 27-39

  • Mathematical Modelling of Financial Instability and Macroeconomic Stabilisation Policies

    Asada, Toichiro

    Pages 41-63

Buy this book

eBook $139.00
price for USA in USD (gross)
  • ISBN 978-3-319-07470-2
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $169.99
price for USA in USD
  • ISBN 978-3-319-07469-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $179.00
price for USA in USD
  • Customers within the U.S. and Canada please contact Customer Service at +1-800-777-4643, Latin America please contact us at +1-212-460-1500 (24 hours a day, 7 days a week).
  • Due: November 4, 2016
  • ISBN 978-3-319-37961-6
  • Free shipping for individuals worldwide
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Bibliographic Information

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
Copyright
2014
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-07470-2
DOI
10.1007/978-3-319-07470-2
Hardcover ISBN
978-3-319-07469-6
Softcover ISBN
978-3-319-37961-6
Edition Number
1
Number of Pages
XV, 389
Number of Illustrations
71 b/w illustrations
Topics