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Derivative Security Pricing [[electronic resource] ] : Techniques, Methods and Applications / / by Carl Chiarella, Xue-Zhong He, Christina Sklibosios Nikitopoulos
| Derivative Security Pricing [[electronic resource] ] : Techniques, Methods and Applications / / by Carl Chiarella, Xue-Zhong He, Christina Sklibosios Nikitopoulos |
| Autore | Chiarella Carl |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (616 p.) |
| Disciplina | 332.6457 |
| Collana | Dynamic Modeling and Econometrics in Economics and Finance |
| Soggetto topico |
Finance
Economics, Mathematical Macroeconomics Probabilities Mathematical optimization Operations research Decision making Finance, general Quantitative Finance Macroeconomics/Monetary Economics//Financial Economics Probability Theory and Stochastic Processes Optimization Operations Research/Decision Theory |
| ISBN | 3-662-45906-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I The Fundamentals of Derivative Security Pricing -- 1 The Stock Option Problem -- 2 Stochastic Processes for Asset Price Modelling -- 3 An Initial Attempt at Pricing an Option -- 4 The Stochastic Differential Equation -- 5 Manipulating Stochastic Differential Equations and Stochastic Integrals -- 6 Ito's Lemma and Its Application -- 7 The Continuous Hedging Argument -- 8 Martingale Interpretation of No-Riskless Arbitrage -- 9 The Partial Differential Equation Approach Under Geometric Brownian Motion -- 10 Pricing Derivative Securities - A General Approach -- 11 Applying the General Pricing Framework -- 12 Jump-Diffusion Processes -- Option Pricing under Jump-Diffusion Processes -- 14 Partial Differential Equation Approach under Geometric Jump-Diffusion Process -- 15 Stochastic Volatility -- 16 Pricing the American Feature -- 17 Pricing Options Using Binominal Trees -- 18 Volatility Smiles -- Part II Interest Rate Modelling -- 19 Allowing for Stochastic Interest Rates in the B-S Model -- 20 Change of Numeraire -- 21 The Paradigm Interest Rate Option Problem -- 22 Modelling Interest Rate Dynamics -- 23 Interest Rate Derivatives - One Factor Spot Rate Models -- 24 Interest Rate Derivatives - Multi-Factor Models -- 25 The Heath-Jarrow-Morton Framework -- 26 The LIBOR Market Model. . |
| Record Nr. | UNINA-9910298472503321 |
Chiarella Carl
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The dynamics of Keynesian monetary growth : macro foundations / / Carl Chiarella, Peter Flaschel [[electronic resource]]
| The dynamics of Keynesian monetary growth : macro foundations / / Carl Chiarella, Peter Flaschel [[electronic resource]] |
| Autore | Chiarella Carl |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2000 |
| Descrizione fisica | 1 online resource (xxiv, 409 pages) : digital, PDF file(s) |
| Disciplina | 339.5/3 |
| Soggetto topico |
Monetary policy
Keynesian economics Macroeconomics |
| ISBN |
1-107-11662-7
0-521-18018-X 1-280-15377-6 0-511-15316-3 0-511-32776-5 0-511-49239-1 0-511-11746-9 0-511-05191-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Foreword / Richard H. Day -- ; 1. Traditional monetary growth dynamics. Macro foundations of macroeconomics. Basic Tobin models of monetary growth. Basic Keynes-Wicksell models of monetary growth. Basic AS-AD growth models. Modeling of expectations. New integrated approach to Keynesian monetary growth. Mathematical tools -- ; 2. Tobinian monetary growth: the (neo)Classical point of departure. Basic equilibrium version of Tobin's model of monetary growth: superneutrality and stability? Money-market disequilibrium extension: further stability analysis. Labor-market disequilibrium and cyclical monetary growth. General equilibrium with a bond market: concepts of disposable income and Ricardian equivalence. |
| Record Nr. | UNINA-9910455316903321 |
|
Chiarella Carl
|
||
| Cambridge : , : Cambridge University Press, , 2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The dynamics of Keynesian monetary growth : macro foundations / / Carl Chiarella, Peter Flaschel [[electronic resource]]
| The dynamics of Keynesian monetary growth : macro foundations / / Carl Chiarella, Peter Flaschel [[electronic resource]] |
| Autore | Chiarella Carl |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2000 |
| Descrizione fisica | 1 online resource (xxiv, 409 pages) : digital, PDF file(s) |
| Disciplina | 339.5/3 |
| Soggetto topico |
Monetary policy
Keynesian economics Macroeconomics |
| ISBN |
1-107-11662-7
0-521-18018-X 1-280-15377-6 0-511-15316-3 0-511-32776-5 0-511-49239-1 0-511-11746-9 0-511-05191-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Foreword / Richard H. Day -- ; 1. Traditional monetary growth dynamics. Macro foundations of macroeconomics. Basic Tobin models of monetary growth. Basic Keynes-Wicksell models of monetary growth. Basic AS-AD growth models. Modeling of expectations. New integrated approach to Keynesian monetary growth. Mathematical tools -- ; 2. Tobinian monetary growth: the (neo)Classical point of departure. Basic equilibrium version of Tobin's model of monetary growth: superneutrality and stability? Money-market disequilibrium extension: further stability analysis. Labor-market disequilibrium and cyclical monetary growth. General equilibrium with a bond market: concepts of disposable income and Ricardian equivalence. |
| Record Nr. | UNINA-9910780086503321 |
|
Chiarella Carl
|
||
| Cambridge : , : Cambridge University Press, , 2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The dynamics of Keynesian monetary growth : macro foundations / / Carl Chiarella, Peter Flaschel [[electronic resource]]
| The dynamics of Keynesian monetary growth : macro foundations / / Carl Chiarella, Peter Flaschel [[electronic resource]] |
| Autore | Chiarella Carl |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2000 |
| Descrizione fisica | 1 online resource (xxiv, 409 pages) : digital, PDF file(s) |
| Disciplina | 339.5/3 |
| Soggetto topico |
Monetary policy
Keynesian economics Macroeconomics |
| ISBN |
1-107-11662-7
0-521-18018-X 1-280-15377-6 0-511-15316-3 0-511-32776-5 0-511-49239-1 0-511-11746-9 0-511-05191-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Foreword / Richard H. Day -- ; 1. Traditional monetary growth dynamics. Macro foundations of macroeconomics. Basic Tobin models of monetary growth. Basic Keynes-Wicksell models of monetary growth. Basic AS-AD growth models. Modeling of expectations. New integrated approach to Keynesian monetary growth. Mathematical tools -- ; 2. Tobinian monetary growth: the (neo)Classical point of departure. Basic equilibrium version of Tobin's model of monetary growth: superneutrality and stability? Money-market disequilibrium extension: further stability analysis. Labor-market disequilibrium and cyclical monetary growth. General equilibrium with a bond market: concepts of disposable income and Ricardian equivalence. |
| Record Nr. | UNINA-9910820827503321 |
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Chiarella Carl
|
||
| Cambridge : , : Cambridge University Press, , 2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sustainable Asset Accumulation and Dynamic Portfolio Decisions [[electronic resource] /] / by Carl Chiarella, Willi Semmler, Chih-Ying Hsiao, Lebogang Mateane
| Sustainable Asset Accumulation and Dynamic Portfolio Decisions [[electronic resource] /] / by Carl Chiarella, Willi Semmler, Chih-Ying Hsiao, Lebogang Mateane |
| Autore | Chiarella Carl |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (203 p.) |
| Disciplina | 330 |
| Collana | Dynamic Modeling and Econometrics in Economics and Finance |
| Soggetto topico |
Macroeconomics
Personal finance Pension plans Economics, Mathematical Economic theory Operations research Decision making Macroeconomics/Monetary Economics//Financial Economics Personal Finance/Wealth Management/Pension Planning Quantitative Finance Economic Theory/Quantitative Economics/Mathematical Methods Operations Research/Decision Theory |
| ISBN | 3-662-49229-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Forecasting and Low Frequency Movements of Asset Returns -- Portfolio Modeling with Sustainability Constraints -- Dynamic Saving and Portfolio Decisions-Theory -- Asset Accumulation with Estimated Low Frequency Movements Asset Returns -- Asset Accumulation and Portfolio Decisions with Time Varying Asset Returns and Labor Income -- Continuous and Discrete Time Modeling -- Asset Accumulation and Portfolio Decisions under Inflation Risk -- Concluding Remarks. |
| Record Nr. | UNINA-9910254881903321 |
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Chiarella Carl
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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