Financial Networks
Subtitle: Statics and Dynamics
By: by Anna Nagurney, Stavros Siokos
Contributors: Siokos, Stavros
Series: Advances in Spatial Science; Advances in spatial science
Publisher: Springer Berlin Heidelberg
Published: 1997
Place of publication: Berlin, Heidelberg
Language: eng
Format: [electronic resource] :
Number of pages: 494
ISBN-13: 9783642638350; 9783642590665
Subjects: Numerical analysis; Economics; Operations research; Regional economics
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.
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Table of contents: title: Preface; title: BACKGROUND; title: Introduction and Overview; title: Foundations of Financial Economics; title: METHODOLOGICAL FOUNDATIONS; title: Variational Inequalities; title: Projected Dynamical Systems; title: Nonlinear Networks; title: SINGLE COUNTRY MODELS; title: Static Single Country Models; title: Static Single Country Hedging Models; title: Dynamic Single Country Models; title: Static Imperfect Market Models; title: Dynamic Imperfect Market Models; title: INTERNATIONAL MODELS; title: International Financial Models; title: International Models with Hedging; title: Imperfect Market Models; title: FLOW OF FUNDS AND ESTIMATION; title: Flow of Funds Models; title: EMPIRICAL RESULTS; title: Empirical Analysis; title: Linear Algebra and Analysis; title: Probability; title: Black and Scholes Model.