Handbook of Financial Markets: Dynamics and Evolution
Title | Handbook of Financial Markets: Dynamics and Evolution PDF eBook |
Author | Thorsten Hens |
Publisher | Elsevier |
Total Pages | 607 |
Release | 2009-06-12 |
Genre | Business & Economics |
ISBN | 0080921434 |
The models of portfolio selection and asset price dynamics in this volume seek to explain the market dynamics of asset prices. Presenting a range of analytical, empirical, and numerical techniques as well as several different modeling approaches, the authors depict the state of debate on the market selection hypothesis. By explicitly assuming the heterogeneity of investors, they present models that are descriptive and normative as well, making the volume useful for both finance theorists and financial practitioners. Explains the market dynamics of asset prices, offering insights about asset management approaches Assumes a heterogeneity of investors that yields descriptive and normative models of portfolio selections and asset pricing dynamics
Research Handbook of Financial Markets
Title | Research Handbook of Financial Markets PDF eBook |
Author | Refet S. Gürkaynak |
Publisher | Edward Elgar Publishing |
Total Pages | 533 |
Release | 2023-05-09 |
Genre | Business & Economics |
ISBN | 1800375328 |
The Research Handbook of Financial Markets carefully discusses the histories and current states of the most important financial markets and institutions, as well as explicitly underscoring open questions that need study. By describing the institutional structure of different markets and highlighting recent changes within them, it accurately highlights their evolving nature.
The Adaptive Markets Hypothesis
Title | The Adaptive Markets Hypothesis PDF eBook |
Author | Andrew W. Lo |
Publisher | Oxford University Press |
Total Pages | 801 |
Release | 2024-02-09 |
Genre | Business & Economics |
ISBN | 0199681147 |
The Adaptive Markets Hypothesis is a formal and systematic exposition. Lo and Zhang develop the mathematical foundations of the simple yet powerful evolutionary model and show that the most fundamental economic behaviours that we take for granted emerge solely through natural selection.
Handbook of the Economics of Finance
Title | Handbook of the Economics of Finance PDF eBook |
Author | G. Constantinides |
Publisher | Elsevier |
Total Pages | 694 |
Release | 2003-11-04 |
Genre | Business & Economics |
ISBN | 9780080495088 |
Volume 1B covers the economics of financial markets: the saving and investment decisions; the valuation of equities, derivatives, and fixed income securities; and market microstructure.
The Oxford Handbook of Computational Economics and Finance
Title | The Oxford Handbook of Computational Economics and Finance PDF eBook |
Author | Shu-Heng Chen |
Publisher | Oxford University Press |
Total Pages | 785 |
Release | 2018 |
Genre | Business & Economics |
ISBN | 0199844372 |
This is an insightful survey of approaches to computational analysis of economics and finance.
The Capital Markets
Title | The Capital Markets PDF eBook |
Author | Gary Strumeyer |
Publisher | John Wiley & Sons |
Total Pages | 810 |
Release | 2017-01-18 |
Genre | Business & Economics |
ISBN | 1119220564 |
The Capital Markets: evolution of the financial ecosystem is the new standard providing practical text book style coverage of this dynamic market and its products. Written by the former President of BNY Mellon Capital Markets, LLC for both financial professionals and novices, The Capital Markets provides a comprehensive macro view of the marketplace and how its products operate. The subject matter offers an authoritative discussion of the fundamentals of both, the fixed income and equity markets, underwriting, securitizations, derivatives, currency among other products through the lens of leading industry practitioners. Key Learning Concepts Understand the impact of both global and domestic regulatory changes Learn about the products that holistically make up the capital markets Explore the components of the infrastructure that underpins these markets Examine the tools used for trading and managing risk Review new product innovations
Games and Dynamics in Economics
Title | Games and Dynamics in Economics PDF eBook |
Author | Ferenc Szidarovszky |
Publisher | Springer Nature |
Total Pages | 303 |
Release | 2020-04-11 |
Genre | Mathematics |
ISBN | 9811536236 |
This book focuses on the latest advances in nonlinear dynamic modeling in economics and finance, mainly—but not solely—based on the description of strategic interaction by using concepts and methods from dynamic and evolutionary game theory. The respective chapters cover a range of theoretical issues and examples concerning how the qualitative theory of dynamical systems is used to analyze the local and global bifurcations that characterize complex behaviors observed in social systems where heterogeneous and boundedly rational economic agents interact. Nonlinear dynamical systems, represented by difference and differential and functional equations, are extensively used to simulate the behavior of time-evolving economic systems, also in the presence of time lags, discontinuities, and hysteresis phenomena. In addition, some theoretical issues and particular applications are discussed, as well. The contributions gathered here offer an up-to-date review of the latest research in this rapidly developing research area.