Nonlinear Economic Dynamics and Financial Modelling (Record no. 51309)

000 -LEADER
fixed length control field 03097nam a22005535i 4500
001 - CONTROL NUMBER
control field 978-3-319-07470-2
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20200420211752.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 140726s2014 gw | s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9783319074702
-- 978-3-319-07470-2
082 04 - CLASSIFICATION NUMBER
Call Number 330.1
245 10 - TITLE STATEMENT
Title Nonlinear Economic Dynamics and Financial Modelling
Sub Title Essays in Honour of Carl Chiarella /
300 ## - PHYSICAL DESCRIPTION
Number of Pages XV, 389 p. 71 illus.
505 0# - FORMATTED CONTENTS NOTE
Remark 2 Carl Chiarella: An Interview and Some Perspectives -- Nonlinear Economic Dynamics -- Financial Market Modelling -- Quantitative Finance.
520 ## - SUMMARY, ETC.
Summary, etc 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.
700 1# - AUTHOR 2
Author 2 Dieci, Roberto.
700 1# - AUTHOR 2
Author 2 He, Xue-Zhong.
700 1# - AUTHOR 2
Author 2 Hommes, Cars.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/978-3-319-07470-2
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type eBooks
264 #1 -
-- Cham :
-- Springer International Publishing :
-- Imprint: Springer,
-- 2014.
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-- text
-- txt
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-- computer
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-- rdamedia
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-- online resource
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-- rdacarrier
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-- text file
-- PDF
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650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Finance.
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Application software.
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Game theory.
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Economics, Mathematical.
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Economic theory.
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Macroeconomics.
650 14 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Economics.
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Economic Theory/Quantitative Economics/Mathematical Methods.
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Quantitative Finance.
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Computer Appl. in Social and Behavioral Sciences.
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Finance, general.
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Game Theory, Economics, Social and Behav. Sciences.
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1
-- Macroeconomics/Monetary Economics//Financial Economics.
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-- ZDB-2-SBE

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