Financial Networks Statics and Dynamics
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 o...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1997, 1997
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| Edition: | 1st ed. 1997 |
| Series: | Advances in Spatial Science, The Regional Science Series
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- I Background
- 1 Introduction and Overview
- 2 Foundations of Financial Economics
- II Methodological Foundations
- 3 Variational Inequalities
- 4 Projected Dynamical Systems
- 5 Nonlinear Networks
- III Single Country Models
- 6 Static Single Country Models
- 7 Static Single Country Hedging Models
- 8 Dynamic Single Country Models
- 9 Static Imperfect Market Models
- 10 Dynamic Imperfect Market Models
- IV International Models
- 11 International Financial Models
- 12 International Models with Hedging
- 13 Imperfect Market Models
- V Flow of Funds and Estimation
- 14 Flow of Funds Models
- VI Empirical Results
- 15 Empirical Analysis
- A Linear Algebra and Analysis
- A.1 Linear Algebra
- A.1.1 Vectors
- A.1.2 Matrices
- A.2 Real Analysis
- A.2.1 Sets
- A.2.2 Functions
- A.3 Optimization
- A.3.1 Karush-Kuhn-Tucker Optimization Conditions
- B Probability
- B.1 Probability Theory
- B.1.1 Random Variables and Probability Distributions
- B.1.2 Expectations of a Random Variable
- B.1.2.1 Normal Distribution
- B.1.2.2 Joint Distributions
- C Black and Scholes Model
- List of Figures
- List of Tables