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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

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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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CAPITALISME --- SOCIALISME --- AUTOGESTION --- THEORIE MICROECONOMIQUE --- THEORIE MACROECONOMIQUE --- CAPITALISME --- SOCIALISME --- AUTOGESTION --- THEORIE MICROECONOMIQUE --- THEORIE MACROECONOMIQUE

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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