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Author : William A. Brock
Publisher :
Page : 43 pages
File Size : 28,50 MB
Release : 2001
Category :
ISBN :
Author : Thorsten Hens
Publisher : Elsevier
Page : 607 pages
File Size : 30,27 MB
Release : 2009-06-12
Category : Business & Economics
ISBN : 0080921434
The models of portfolio selection and asset price dynamics in this volume seek to explain the market dynamics of asset prices. Presenting a range of analytical, empirical, and numerical techniques as well as several different modeling approaches, the authors depict the state of debate on the market selection hypothesis. By explicitly assuming the heterogeneity of investors, they present models that are descriptive and normative as well, making the volume useful for both finance theorists and financial practitioners. Explains the market dynamics of asset prices, offering insights about asset management approaches Assumes a heterogeneity of investors that yields descriptive and normative models of portfolio selections and asset pricing dynamics
Author : Andrew W. Lo
Publisher : Oxford University Press
Page : 801 pages
File Size : 14,18 MB
Release : 2024-02-09
Category : Business & Economics
ISBN : 0199681147
The Adaptive Markets Hypothesis is a formal and systematic exposition. Lo and Zhang develop the mathematical foundations of the simple yet powerful evolutionary model and show that the most fundamental economic behaviours that we take for granted emerge solely through natural selection.
Author : Gary Strumeyer
Publisher : John Wiley & Sons
Page : 841 pages
File Size : 45,79 MB
Release : 2017-01-18
Category : Business & Economics
ISBN : 1119220564
The Capital Markets: evolution of the financial ecosystem is the new standard providing practical text book style coverage of this dynamic market and its products. Written by the former President of BNY Mellon Capital Markets, LLC for both financial professionals and novices, The Capital Markets provides a comprehensive macro view of the marketplace and how its products operate. The subject matter offers an authoritative discussion of the fundamentals of both, the fixed income and equity markets, underwriting, securitizations, derivatives, currency among other products through the lens of leading industry practitioners. Key Learning Concepts Understand the impact of both global and domestic regulatory changes Learn about the products that holistically make up the capital markets Explore the components of the infrastructure that underpins these markets Examine the tools used for trading and managing risk Review new product innovations
Author : John R. Birge
Publisher : Elsevier
Page : 1026 pages
File Size : 47,19 MB
Release : 2007-11-16
Category : Business & Economics
ISBN : 9780080553252
The remarkable growth of financial markets over the past decades has been accompanied by an equally remarkable explosion in financial engineering, the interdisciplinary field focusing on applications of mathematical and statistical modeling and computational technology to problems in the financial services industry. The goals of financial engineering research are to develop empirically realistic stochastic models describing dynamics of financial risk variables, such as asset prices, foreign exchange rates, and interest rates, and to develop analytical, computational and statistical methods and tools to implement the models and employ them to design and evaluate financial products and processes to manage risk and to meet financial goals. This handbook describes the latest developments in this rapidly evolving field in the areas of modeling and pricing financial derivatives, building models of interest rates and credit risk, pricing and hedging in incomplete markets, risk management, and portfolio optimization. Leading researchers in each of these areas provide their perspective on the state of the art in terms of analysis, computation, and practical relevance. The authors describe essential results to date, fundamental methods and tools, as well as new views of the existing literature, opportunities, and challenges for future research.
Author : Emilio Barucci
Publisher : Springer Science & Business Media
Page : 473 pages
File Size : 20,99 MB
Release : 2012-12-06
Category : Business & Economics
ISBN : 1447100891
A presentation of classical asset pricing theory, this textbook is the only one to address the economic foundations of financial markets theory from a mathematically rigorous standpoint and to offer a self-contained critical discussion based on empirical results. Tools for understanding the economic analysis are provided, and mathematical models are presented in discrete time/finite state space for simplicity. Examples and exercises included.
Author : Freddy Dumortier
Publisher : World Scientific
Page : 1180 pages
File Size : 26,14 MB
Release : 2005-02-23
Category : Mathematics
ISBN : 9814480916
This comprehensive volume contains the state of the art on ODE's and PDE's of different nature, functional differential equations, delay equations, and others, mostly from the dynamical systems point of view.A broad range of topics are treated through contributions by leading experts of their fields, presenting the most recent developments. A large variety of techniques are being used, stressing geometric, topological, ergodic and numerical aspects.The scope of the book is wide, ranging from pure mathematics to various applied fields. Examples of the latter are provided by subjects from earth and life sciences, classical mechanics and quantum-mechanics, among others.The proceedings have been selected for coverage in:• Index to Scientific & Technical Proceedings® (ISTP® / ISI Proceedings)• Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)• CC Proceedings — Engineering & Physical Sciences
Author : Herbert Dawid
Publisher : Springer Science & Business Media
Page : 217 pages
File Size : 32,94 MB
Release : 2011-03-23
Category : Business & Economics
ISBN : 3642169430
This volume is centered around the issue of market design and resulting market dynamics. The economic crisis of 2007-2009 has once again highlighted the importance of a proper design of market protocols and institutional details for economic dynamics and macroeconomics. Papers in this volume capture institutional details of particular markets, behavioral details of agents' decision making as well as spillovers between markets and effects to the macroeconomy. Computational methods are used to replicate and understand market dynamics emerging from interaction of heterogeneous agents, and to develop models that have predictive power for complex market dynamics. Finally treatments of overlapping generations models and differential games with heterogeneous actors are provided.
Author : Yuying Gao
Publisher :
Page : 380 pages
File Size : 25,40 MB
Release : 2008
Category : Cellular automata
ISBN :
Author :
Publisher : Springer
Page : 7493 pages
File Size : 11,58 MB
Release : 2016-05-18
Category : Law
ISBN : 1349588024
The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.