wyszukanych pozycji: 30
Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen
ISBN: 9783642034787 / Angielski / Twarda / 2010 / 423 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This volume contains a collection of papers dedicated to Professor Eckhard Platen to celebrate his 60th birthday, which occurred in 2009. The contributions have been written by a number of his colleagues and co-authors. All papers have been - viewed and presented as keynote talks at the international conference "Quantitative Methods in Finance" (QMF) in Sydney in December 2009. The QMF Conference Series was initiated by Eckhard Platen in 1993 when he was at the Australian - tional University (ANU) in Canberra. Since joining UTS in 1997 the conference came to be organised on a much larger...
This volume contains a collection of papers dedicated to Professor Eckhard Platen to celebrate his 60th birthday, which occurred in 2009. The contribu...
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cena:
192,30 zł |
Financial Markets and the Macroeconomy: A Keynesian Perspective
ISBN: 9780415771009 / Angielski / Twarda / 2009 / 488 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. The financial instability and its spillover to the real sector have become a great challenge to macro-economic theory. The book takes a Keynesian theoretical perspective, representing an attempt to revive what Keynes stressed in his General Theory, namely the role of the financial market in macroeconomic outcomes. Although this book is inspired and motivated by the Asian currency and financial crises in the years 1997-8 and the experiences of the currently evolving U.S. financial disruptions, it also focuses on reviving a modeling tradition that provides a theoretical framework... The financial instability and its spillover to the real sector have become a great challenge to macro-economic theory. The book takes a Keynesian t... |
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cena:
803,99 zł |
Derivative Security Pricing: Techniques, Methods and Applications
ISBN: 9783662516317 / Angielski / Miękka / 2016 / 616 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling.
The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling.
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cena:
692,36 zł |
Financial Markets and the Macroeconomy: A Keynesian Perspective
ISBN: 9780415632409 / Angielski / Miękka / 2012 / 488 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. The financial instability and its spillover to the real sector have become a great challenge to macro-economic theory. The book takes a Keynesian theoretical perspective, representing an attempt to revive what Keynes stressed in his General Theory, namely the role of the financial market in macroeconomic outcomes. Although this book is inspired and motivated by the Asian currency and financial crises in the years 1997-8 and the experiences of the currently evolving U.S. financial disruptions, it also focuses on reviving a modeling tradition that provides a theoretical framework that throws...
The financial instability and its spillover to the real sector have become a great challenge to macro-economic theory. The book takes a Keynesian theo...
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cena:
280,05 zł |
The Elements of a Nonlinear Theory of Economic Dynamics
ISBN: 9783540526223 / Angielski / Miękka / 1990 / 149 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Elements of a Nonlinear Theory of Economic Dynamics provides both a framework and a survey of its needs. First, principle results and techniques of the theory relevant to applications in dynamic economics are discussed, then their application in view of older endogenous cycle theories are considered in a unified mathematical framework. Models incorporating the government budget constraint and the Goodwin model are analysed using the method of averaging and the centre manifold theory. The dynamic instability problem is solved by placing models in a nonlinear framework.
Elements of a Nonlinear Theory of Economic Dynamics provides both a framework and a survey of its needs. First, principle results and technique...
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cena:
192,30 zł |
Derivative Security Pricing: Techniques, Methods and Applications
ISBN: 9783662459058 / Angielski / Twarda / 2015 / 616 str. Termin realizacji zamówienia: ok. 20 dni roboczych. The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as well as to model spot and forward interest rates. Furthermore an extensive overview of the associated literature is presented and its relevance and applicability are discussed. Most of the key concepts...
The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial in...
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cena:
692,36 zł |
Disequilibrium, Growth and Labor Market Dynamics: Macro Perspectives
ISBN: 9783642084430 / Angielski / Miękka / 2011 / 480 str. Termin realizacji zamówienia: ok. 20 dni roboczych. In this book on disequilibrium, growth and labor market dynamics we take predominantly a macroeconomic perspective. We present a working model that can easily be varied in different directions in order to subsume innovations in the literature on macroeconomics, old and new, and to contribute to important currently discussed macroeconomic issues. Our working model is set up in a way that there is a close relationship between our presented dynamic models and modern macro econometric models with disequilibrium both in the labor and the goods markets. One of our objectives is, therefore, to...
In this book on disequilibrium, growth and labor market dynamics we take predominantly a macroeconomic perspective. We present a working model that ca...
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cena:
384,63 zł |
Foundations for a Disequilibrium Theory of the Business Cycle: Qualitative Analysis and Quantitative Assessment
ISBN: 9780521369923 / Angielski / Miękka / 2011 / 550 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. In a non-market-clearing approach to business cycle theory, this book builds an advanced model of economic activity, inflation and income distribution in a Keynesian spirit. After a qualitative analysis of the basic feedback mechanisms, the authors calibrate the model to the stylized facts of the business cycle in the U.S. economy. This calibrated model is used to carry out various macroeconomic simulation studies as well as a detailed study of the macroeconomic impact of various monetary policy rules. It will appeal both to theorists and to applied and policy economists.
In a non-market-clearing approach to business cycle theory, this book builds an advanced model of economic activity, inflation and income distribution...
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cena:
307,32 zł |
The Dynamics of Keynesian Monetary Growth: Macro Foundations
ISBN: 9780521180184 / Angielski / Miękka / 2011 / 434 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. This book is in the tradition of non-market-clearing approaches to macrodynamic economics. It shows for the first time that macrodynamics can be developed and investigated in a systematic fashion, leading to coherent models of fluctuation growth. This differs considerably from the microfounded full equilibrium approaches that are currently fashionable. Using sophisticated mathematical tools, it investigates complex macrodynamic feedback mechanisms in a systematic way, showing how macrodynamics can be developed in a hierarchical way from economically simple structures to more advanced ones.
This book is in the tradition of non-market-clearing approaches to macrodynamic economics. It shows for the first time that macrodynamics can be devel...
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cena:
240,72 zł |
Foundations for a Disequilibrium Theory of the Business Cycle: Qualitative Analysis and Quantitative Assessment
ISBN: 9780521850254 / Angielski / Twarda / 2005 / 550 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. In a non-market-clearing approach to business cycle theory, this book builds an advanced model of economic activity, inflation and income distribution in a Keynesian spirit. After a qualitative analysis of the basic feedback mechanisms, the authors calibrate the model to the stylized facts of the business cycle in the U.S. economy. This calibrated model is used to carry out various macroeconomic simulation studies as well as a detailed study of the macroeconomic impact of various monetary policy rules. It will appeal both to theorists and to applied and policy economists.
In a non-market-clearing approach to business cycle theory, this book builds an advanced model of economic activity, inflation and income distribution...
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cena:
625,46 zł |
Numerical Solution of the American Option Pricing Problem, The: Finite Difference and Transform Approaches
ISBN: 9789814452618 / Angielski / Twarda / 2014 / 224 str. Termin realizacji zamówienia: ok. 22 dni roboczych. The early exercise opportunity of an American option makes it challenging to price. The Numerical Solution of the American Option Pricing Problem focuses on three numerical methods that have proved useful for the numerical solution of the partial differential equations with free boundary problem arising in American option pricing, namely the method of lines, the sparse grid approach and the integral transform approach. It clearly explains and demonstrates the advantages and limitations of each of them using several examples.
The early exercise opportunity of an American option makes it challenging to price. The Numerical Solution of the American Option Pricing Problem focu...
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cena:
420,15 zł |
Disequilibrium, Growth and Labor Market Dynamics: Macro Perspectives
ISBN: 9783540649090 / Angielski / Twarda / 2000 / 480 str. Termin realizacji zamówienia: ok. 20 dni roboczych. In this book on disequilibrium, growth and labor market dynamics we take predominantly a macroeconomic perspective. We present a working model that can easily be varied in different directions in order to subsume innovations in the literature on macroeconomics, old and new, and to contribute to important currently discussed macroeconomic issues. Our working model is set up in a way that there is a close relationship between our presented dynamic models and modern macro econometric models with disequilibrium both in the labor and the goods markets. One of our objectives is, therefore, to...
In this book on disequilibrium, growth and labor market dynamics we take predominantly a macroeconomic perspective. We present a working model that ca...
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cena:
384,63 zł |
Reconstructing Keynesian Macroeconomics Volume 2: Integrated Approaches
ISBN: 9780415668576 / Angielski / Twarda / 2012 / 512 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. This book represents the second of three volumes offering a complete reinterpretation and restructuring of Keynesian macroeconomics and a detailed investigation of the disequilibrium adjustment processes characterizing the financial, the goods and the labour markets and their interaction. The second volume offers a detailed analysis and comparison of two competing types of approaches to Keynesian macroeconomics, one that integrates goods, labour and financial markets and another from the perspective of a conventional type of LM-analysis or interest-rate policy of the central bank. This book represents the second of three volumes offering a complete reinterpretation and restructuring of Keynesian macroeconomics and a detailed ... |
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cena:
752,12 zł |
Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen
ISBN: 9783642438585 / Angielski / Miękka / 2014 / 423 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This volume contains a collection of papers dedicated to Professor Eckhard Platen to celebrate his 60th birthday, which occurred in 2009. The contributions have been written by a number of his colleagues and co-authors. All papers have been - viewed and presented as keynote talks at the international conference "Quantitative Methods in Finance" (QMF) in Sydney in December 2009. The QMF Conference Series was initiated by Eckhard Platen in 1993 when he was at the Australian - tional University (ANU) in Canberra. Since joining UTS in 1997 the conference came to be organised on a much larger...
This volume contains a collection of papers dedicated to Professor Eckhard Platen to celebrate his 60th birthday, which occurred in 2009. The contribu...
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cena:
192,30 zł |
Reconstructing Keynesian Macroeconomics Volume 3: Macroeconomic Activity, Banking and Financial Markets
ISBN: 9780367669027 / Angielski / Miękka / 2020 / 360 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. |
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cena:
217,80 zł |
Monetary Macrodynamics
ISBN: 9780415745468 / Angielski / Miękka / 2013 / 448 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. This book investigates the interaction of effective goods demand with the wage-price spiral, and the impact of monetary policy on financial and the real markets from a Keynesian perspective. Endogenous business fluctuations are studied in the context of long-run distributive cycles in an advanced, rigorously formulated and quantitative setup. The material is developed by way of self-contained chapters on three levels of generality, an advanced textbook level, a research-oriented applied level and on a third level that shows how the interaction of real with financial markets has to be modelled...
This book investigates the interaction of effective goods demand with the wage-price spiral, and the impact of monetary policy on financial and the re...
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cena:
150,37 zł |
Reconstructing Keynesian Macroeconomics Volume 3: Macroeconomic Activity, Banking and Financial Markets
ISBN: 9780415668583 / Angielski / Twarda / 2014 / 360 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. This book represents the third of three volumes offering a complete reinterpretation and restructuring of Keynesian macroeconomics and a detailed investigation of the disequilibrium adjustment processes characterizing the financial, the goods and the labour markets and their interaction. This book offers a full treatment of the interlinkages between the real and the financial markets, including an analysis of banking, credit, and endogenous money and asset markets. It remains critical of quite frequently used conventional macro models that have dropped the tradition of studying the... This book represents the third of three volumes offering a complete reinterpretation and restructuring of Keynesian macroeconomics and a detailed i... |
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cena:
933,66 zł |
Quantitative and Empirical Analysis of Nonlinear Dynamic Macromodels
ISBN: 9780444521224 / Angielski / Twarda / 2006 / 564 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. This book represents an ongoing research agenda the aim of which is to contribute to the Keynesian paradigm in macroeconomics. A currently dominant research strategy in macroeconomics is based on the Dynamic General Equilibrium (DGE) model. Its essential features are the assumption of intertemporal optimizing behavior of economic agents, competitive markets and price mediated market clearing through flexible wages and prices. Contributions to Economic Analysis was established in 1952. The series purpose is to stimulate the international exchange of scientific information. The series includes...
This book represents an ongoing research agenda the aim of which is to contribute to the Keynesian paradigm in macroeconomics. A currently dominant re...
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cena:
1282,49 zł |
Reconstructing Keynesian Macroeconomics Volume 2: Integrated Approaches
ISBN: 9781138901339 / Angielski / Miękka / 2015 / 512 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. This book represents the second of three volumes offering a complete reinterpretation and restructuring of Keynesian macroeconomics and a detailed investigation of the disequilibrium adjustment processes characterizing the financial, the goods and the labour markets and their interaction. In this second volume the authors present a detailed analysis and comparison of two competing types of approaches to Keynesian macroeconomics, one that integrates goods, labour and financial markets, and another from the perspective of a conventional type of LM-analysis or interest-rate... This book represents the second of three volumes offering a complete reinterpretation and restructuring of Keynesian macroeconomics and a detailed ... |
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cena:
228,18 zł |
Reconstructing Keynesian Macroeconomics Volume 1 : Partial Perspectives
ISBN: 9780415668569 / Angielski / Twarda / 2011 / 400 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. This text represents the first of three volumes offering a complete reinterpretation and restructuring of Keynesian macroeconomics and a detailed investigation of the disequilibrium adjustment processes characterizing the financial, the goods and the labour markets and their interaction.
This text represents the first of three volumes offering a complete reinterpretation and restructuring of Keynesian macroeconomics and a detailed inve...
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cena:
778,05 zł |