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Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella

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Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella - Dieci, Roberto (Editor), and He, Xue-Zhong (Editor), and Hommes, Cars (Editor)
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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 ...

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Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella 2016, Springer, Cham

ISBN-13: 9783319379616

Trade paperback

Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella 2014, Springer, Cham

ISBN-13: 9783319074696

2014 edition

Hardcover