Mathematical modelling of financial instability and macroeconomic stabilisation policies

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Nonlinear economic dynamics and financial modelling
1. Verfasser: Asada, Tōichirō (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2014
Schlagworte:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
What's beyond? : some perspectives on the future of mathematical economics 2014 Chiarella, Carl
Mathematical modelling of financial instability and macroeconomic stabilisation policies 2014 Asada, Tōichirō
How non-normal is US output? 2014 Franke, Reiner
The simplicity of optimal trading in order book markets 2014 Ladley, Dan
On the risk evaluation method based on the market model 2014 Kijima, Masaaki
Pricing an American call under stochastic volatility and interest rates 2014 Kang, Boda
Change of numéraire and a jump-diffusion option pricing formula 2014 Cheang, Gerald H. L.
An interview to Carl Chiarella, an Italo-Australian globe trotter who studies dynamic models for economics and finance 2014 Chiarella, Carl
Heterogeneous beliefs and quote transparency in an order-driven market 2014 Kovaleva, Polina
On an integral arising in mathematical finance 2014 Craddock, Mark
Expectations, firms' indebtedness and business fluctuations in a structural Keynesian monetary growth framework 2014
Bifurcation structure in a model of monetary dynamics with two kink points 2014 Agliari, Anna
Learning and macro-economic dynamics 2014
Time-varying cross-speculation in currency futures markets : an empirical analysis 2014 Röthig, Andreas
On multicurve models for the term structure 2014 Morino, Laura
On the volatility of commodity futures prices 2014 Clewlow, Les
A multi-factor structural model for Australian electricity market risk 2014 Breslin, John
Boundedly rational monopoly with single continuously distributed time delay 2014 Matsumoto, Akio
Regime switching models in the foreign exchange market 2014 Chia, Wai-mun
Computational issues in the stochastic discount factor framework for equity risk premium 2014 Bhar, Ramaprasad
Alle Artikel auflisten