Financial Networks
Statics and Dynamics
1st Edition
Published on 17. July 1997
Book
Hardback
XVI, 492 pages
978-3-540-63116-3 (ISBN)
Description
Financial analysis is concerned with the study of capital flows over time and space. This book presents a new theory of multi-sector, multi-instrument financial systems based on the visualization of such systems as networks. The framework is both qualitative and computational and depends crucially on the methodologies of finite-dimensional variational inequality theory for the study of statics and equilibrium states and on projected dynamical systems for the study of dynamics and disequilibrium behavior. Moreover, it adds a graphical dimension to the fundamental economic structure of financial systems and their evolution through time.
More details
Series
Edition
1., Aufl.
Language
English
Place of publication
Berlin
Germany
Target group
College/higher education
Professional and scholarly
For researchers, practitioners in finance, in computational economics, and in applied mathematics, operations research, management science, graduate students, monetary authorities
Illustrations
58
58 s/w Zeichnungen, 10 s/w Tabellen, 58 s/w Abbildungen
58 figs., 10 tabs.
Dimensions
Height: 23.5 cm
Width: 15.5 cm
Weight
860 gr
ISBN-13
978-3-540-63116-3 (9783540631163)
Schweitzer Classification
Other editions
Additional editions
Book
10/2012
Springer
€53.49
Shipment within 7-9 days
Content
Preface * BACKGROUND * Introduction and Overview * Foundations of Financial Economics * METHODOLOGICAL FOUNDATIONS * Variational Inequalities * Projected Dynamical Systems * Nonlinear Networks * SINGLE COUNTRY MODELS * Static Single Country Models * Static Single Country Hedging Models * Dynamic Single Country Models * Static Imperfect Market Models * Dynamic Imperfect Market Models * INTERNATIONAL MODELS * International Financial Models * International Models with Hedging * Imperfect Market Models * FLOW OF FUNDS AND ESTIMATION * Flow of Funds Models * EMPIRICAL RESULTS * Empirical Analysis * Linear Algebra and Analysis * Probability * Black and Scholes Model.