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Business cycles --- -Equilibrium (Economics) --- 338.542015195 --- Disequilibrium (Economics) --- Economic equilibrium --- General equilibrium (Economics) --- Partial equilibrium (Economics) --- Economics --- Stagnation (Economics) --- Statics and dynamics (Social sciences) --- Economic cycles --- Economic fluctuations --- Cycles --- Financial crises --- Econometric models --- Business cycles -- Econometric models. --- Equilibrium (Economics). --- Equilibrium (Economics) --- Business & Economics --- Economic Theory --- Econometric models. --- DGE (Economics) --- DSGE (Economics) --- Dynamic stochastic general equilibrium (Economics) --- SDGE (Economic theory)
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Originally published in 2000, this book is in the tradition of non-market-clearing approaches to macrodynamic approaches. It builds a series of integrated disequilibrium growth models of increasing complexity, which display the economic interaction between households, firms and government across labour, goods, money, bonds and equities markets. Chiarella and Flaschel demonstrate how macrodynamics can be developed in a hierarchical way from economically simple structures to more advanced ones. In addition it investigates complex macrodynamic feedback mechanisms.
Monetary policy. --- Finance --- Business & Economics --- Money --- Keynesian economics. --- Macroeconomics. --- Business, Economy and Management --- Economics --- AA / International- internationaal --- 338.8 --- 331.031 --- 330.3 --- 333.403 --- Economische groei. --- Louter monetaire theorieën i.v.m. conjunctuurschommelingen. --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics. --- Monetaire theorieën. Kwantitatieve theorie. Theorie van de incasso's. Optiek van de uitgaven en inkomens. --- Post-Keynesian economics --- Monetary management --- Schools of economics --- Economic policy --- Currency boards --- Money supply --- Keynesian economics --- Macroeconomics --- Monetary policy --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics --- Louter monetaire theorieën i.v.m. conjunctuurschommelingen --- Monetaire theorieën. Kwantitatieve theorie. Theorie van de incasso's. Optiek van de uitgaven en inkomens --- Economische groei
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The contributors to this volume write a series of articles outlining contemporary advances in a number of key areas of mathematical finance such as, optimal control theory applied to finance, interest rate models, credit risk and credit derivatives, use of alternative stochastic processes, numerical solution of equations of mathematical finance, estimation of stochastic processes in finance. The list of authors includes many of the researchers who have made the major contributions to these various areas of mathematical finance. This volume addresses both researchers and professionals in financial institutions, as well as regulators working in the above mentioned fields.
Statistical science --- Finance --- Economics --- Functional analysis --- Numerical methods of optimisation --- Operational research. Game theory --- Numerical analysis --- Mathematical statistics --- Probability theory --- Mathematics --- Business economics --- kennis --- analyse (wiskunde) --- waarschijnlijkheidstheorie --- stochastische analyse --- statistiek --- financiën --- econometrie --- wiskunde --- kansrekening --- numerieke analyse --- optimalisatie --- 332.015118 --- 305.91 --- 333.645 --- 339.42 --- AA / International- internationaal --- Mathematical models --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Speculatie op de beurs --- Financiële analyse --- Platen, Eckhard. --- Platen, E.
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The contributors to this volume write a series of articles outlining contemporary advances in a number of key areas of mathematical finance such as, optimal control theory applied to finance, interest rate models, credit risk and credit derivatives, use of alternative stochastic processes, numerical solution of equations of mathematical finance, estimation of stochastic processes in finance. The list of authors includes many of the researchers who have made the major contributions to these various areas of mathematical finance. This volume addresses both researchers and professionals in financial institutions, as well as regulators working in the above mentioned fields.
Statistical science --- Finance --- Economics --- Functional analysis --- Numerical methods of optimisation --- Operational research. Game theory --- Numerical analysis --- Mathematical statistics --- Probability theory --- Mathematics --- Business economics --- kennis --- analyse (wiskunde) --- waarschijnlijkheidstheorie --- stochastische analyse --- statistiek --- financiën --- econometrie --- wiskunde --- kansrekening --- numerieke analyse --- optimalisatie
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The contributors to this volume write a series of articles outlining contemporary advances in a number of key areas of mathematical finance such as, optimal control theory applied to finance, interest rate models, credit risk and credit derivatives, use of alternative stochastic processes, numerical solution of equations of mathematical finance, estimation of stochastic processes in finance. The list of authors includes many of the researchers who have made the major contributions to these various areas of mathematical finance. This volume addresses both researchers and professionals in financial institutions, as well as regulators working in the above mentioned fields.
Finance -- Mathematical models. --- Platen, Eckhard. --- Finance --- Business & Economics --- Finance - General --- Economic Theory --- Mathematical models --- Stochastic differential equations. --- Platen, E. --- Mathematics. --- Economics, Mathematical. --- Numerical analysis. --- Calculus of variations. --- Probabilities. --- Statistics. --- Quantitative Finance. --- Calculus of Variations and Optimal Control; Optimization. --- Probability Theory and Stochastic Processes. --- Statistics for Business/Economics/Mathematical Finance/Insurance. --- Numerical Analysis. --- Differential equations --- Fokker-Planck equation --- Finance. --- Mathematical optimization. --- Distribution (Probability theory. --- Statistics for Business, Management, Economics, Finance, Insurance. --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Mathematics --- Econometrics --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Funding --- Funds --- Economics --- Currency question --- Economics, Mathematical . --- Statistics . --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Isoperimetrical problems --- Variations, Calculus of --- Mathematical economics --- Methodology --- Social sciences --- Mathematics in Business, Economics and Finance. --- Calculus of Variations and Optimization. --- Probability Theory. --- Statistics in Business, Management, Economics, Finance, Insurance.
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"Synthesising Marx's, Keynes's and Schumpeter's theories on wage-price dynamics, effective demand, real innovations and financial markets into a coherent whole, this book goes significantly beyond a consideration of their work in isolation. It focuses on exploring and analysing Goodwin's integrated Marx-Keynes-Schumpeter system (MKS), approaching this from a historical perspective. Chapters start from Harrod's and Kaldor's work, reconsidering prominent demand- and supply-side approaches to Keynesian macro-dynamics, supplemented by Goodwin's distributive cycle. The book presents a baseline MKS-type model, considering the rigorous treatment of uncertainty, opinion dynamics, the movement from flexicurity to social capitalism and democracy, and a high-order MKS macro-model. The exploration of the MKS model from a historical basis will make this a useful book for macroeconomics and history of economics scholars and students. It will also be helpful for those looking at macrodynamics in more depth"--
Macroeconomics. --- Economics --- Keynesian economics. --- History.
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CAPITALISME --- SOCIALISME --- AUTOGESTION --- THEORIE MICROECONOMIQUE --- THEORIE MACROECONOMIQUE --- CAPITALISME --- SOCIALISME --- AUTOGESTION --- THEORIE MICROECONOMIQUE --- THEORIE MACROECONOMIQUE
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Over the last two decades there has been a great deal of research into nonlinear dynamic models in economics, finance and the social sciences. This book contains twenty papers that range over very recent applications in these areas. Topics covered include structural change and economic growth, disequilibrium dynamics and economic policy as well as models with boundedly rational agents. The book illustrates some of the most recent research tools in this area and will be of interest to economists working in economic dynamics and to mathematicians interested in seeing ideas from nonlinear dynamics and complexity theory applied to the economic sciences.
Differential equations, Nonlinear. --- Economics, Mathematical. --- Statics and dynamics (Social sciences). --- Economics, Mathematical --- Statics and dynamics (Social sciences) --- Differential equations, Nonlinear --- Business & Economics --- Economic Theory --- Dynamics and statics (Social sciences) --- Equilibrium (Social sciences) --- Economics --- Mathematical economics --- Mathematics --- Finance. --- Applied mathematics. --- Engineering mathematics. --- Game theory. --- Statistical physics. --- Dynamical systems. --- Economic theory. --- Economics. --- Economic Theory/Quantitative Economics/Mathematical Methods. --- Finance, general. --- Applications of Mathematics. --- Game Theory, Economics, Social and Behav. Sciences. --- Statistical Physics, Dynamical Systems and Complexity. --- Social evolution --- Social sciences --- Sociology --- Econometrics --- Methodology
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The early exercise opportunity of an American option makes it challenging to price and an array of approaches have been proposed in the vast literature on this topic. In The Numerical Solution of the American Option Pricing Problem , Carl Chiarella, Boda Kang and Gunter Meyer focus on two numerical approaches that have proved useful for finding all prices, hedge ratios and early exercise boundaries of an American option. One is a finite difference approach which is based on the numerical solution of the partial differential equations with the free boundary problem arising in American option pr
Options (Finance) --- Mathematical models. --- Mathematical models --- E-books --- Capital structure
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