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Financial Networks

Statics and Dynamics

  • Book
  • © 1997

Overview

Authors:
  1. Anna Nagurney

    1. School of Management, University of Massachusetts, Amherst, USA

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    You can also search for this author in PubMed   Google Scholar

  2. Stavros Siokos

    1. Department of Mechanical and Industrial Engineering, University of Massachusetts, Amherst, USA

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    You can also search for this author in PubMed   Google Scholar

  • Uses brand new methodologies
  • A general and comprehensive approach
  • Provides a rigorous framework for modeling and computing general financial equilibrium problems

Part of the book series: Advances in Spatial Science (ADVSPATIAL)

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Table of contents (15 chapters)

  1. Front Matter

    Pages i-xv
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  2. Background

    1. Front Matter

      Pages 1-1
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    2. Introduction and Overview

      • Anna Nagurney, Stavros Siokos
      Pages 3-14

    3. Foundations of Financial Economics

      • Anna Nagurney, Stavros Siokos
      Pages 15-45

  3. Methodological Foundations

    1. Front Matter

      Pages 47-47
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    2. Variational Inequalities

      • Anna Nagurney, Stavros Siokos
      Pages 49-73

    3. Projected Dynamical Systems

      • Anna Nagurney, Stavros Siokos
      Pages 74-91

    4. Nonlinear Networks

      • Anna Nagurney, Stavros Siokos
      Pages 92-138

  4. Single Country Models

    1. Front Matter

      Pages 139-139
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    2. Static Single Country Models

      • Anna Nagurney, Stavros Siokos
      Pages 141-175

    3. Static Single Country Hedging Models

      • Anna Nagurney, Stavros Siokos
      Pages 176-217

    4. Dynamic Single Country Models

      • Anna Nagurney, Stavros Siokos
      Pages 218-249

    5. Static Imperfect Market Models

      • Anna Nagurney, Stavros Siokos
      Pages 250-277

    6. Dynamic Imperfect Market Models

      • Anna Nagurney, Stavros Siokos
      Pages 278-294

  5. International Models

    1. Front Matter

      Pages 295-295
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    2. International Financial Models

      • Anna Nagurney, Stavros Siokos
      Pages 297-332

    3. International Models with Hedging

      • Anna Nagurney, Stavros Siokos
      Pages 333-373

    4. Imperfect Market Models

      • Anna Nagurney, Stavros Siokos
      Pages 374-403

  6. Flow of Funds and Estimation

    1. Front Matter

      Pages 405-405
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    2. Flow of Funds Models

      • Anna Nagurney, Stavros Siokos
      Pages 407-428
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Keywords

About this book

Financial analysis is concerned with the study of capital flows over time and space. This book presents a new theory of multi-sector, multi-instrument financial systems based on the visualization of such systems as networks. The framework is both qualitative and computational and depends crucially on the methodologies of finite-dimensional variational inequality theory for the study of statics and equilibrium states and on projected dynamical systems for the study of dynamics and disequilibrium behavior. Moreover, it adds a graphical dimension to the fundamental economic structure of financial systems and their evolution through time.

Authors and Affiliations

  • School of Management, University of Massachusetts, Amherst, USA

    Anna Nagurney

  • Department of Mechanical and Industrial Engineering, University of Massachusetts, Amherst, USA

    Stavros Siokos

Bibliographic Information

  • Book Title: Financial Networks

  • Book Subtitle: Statics and Dynamics

  • Authors: Anna Nagurney, Stavros Siokos

  • Series Title: Advances in Spatial Science

  • DOI: https://doi.org/10.1007/978-3-642-59066-5

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1997

  • Hardcover ISBN: 978-3-540-63116-3Published: 17 July 1997

  • Softcover ISBN: 978-3-642-63835-0Published: 16 October 2012

  • eBook ISBN: 978-3-642-59066-5Published: 06 December 2012

  • Series ISSN: 1430-9602

  • Series E-ISSN: 2197-9375

  • Edition Number: 1

  • Number of Pages: XV, 494

  • Topics: Regional/Spatial Science, Finance, general, Operations Research/Decision Theory, Numerical Analysis

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