Frontiers in Quantitative Finance
Frontiers in Quantitative Finance

Author: Rama Cont

Publisher: John Wiley & Sons

Published: 2009-03-09

Total Pages: 312

ISBN-13: 0470456809

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The Petit D'euner de la Finance–which author Rama Cont has been co-organizing in Paris since 1998–is a well-known quantitative finance seminar that has progressively become a platform for the exchange of ideas between the academic and practitioner communities in quantitative finance. Frontiers in Quantitative Finance is a selection of recent presentations in the Petit D'euner de la Finance. In this book, leading quants and academic researchers cover the most important emerging issues in quantitative finance and focus on portfolio credit risk and volatility modeling.

Frontiers in Economics
Frontiers in Economics

Author: Klaus F. Zimmermann

Publisher: Springer Science & Business Media

Published: 2002-03-25

Total Pages: 506

ISBN-13: 9783540432548

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Economic Theory, academic policy analysis and public policy design are becoming more interdependent. Hence, the demands for close interactions between the policy community and the research community have been rising significantly. This book assesses how recent economic thinking has advanced under these influences. Furthermore, it evaluates the important contribution economics can add to the design and evaluation of public policy, now more than ever before. The study is of interest to policy makers, policy analysts, researchers and students of economics at all levels. The authors, which include many of Germany's most eminent economists, draw on their wide experience in research and consultancy to present a coherent view of where European economic theory stands today and how it can play a role in the management of the economy of the new millennium.

Quantitative Economics and Development
Quantitative Economics and Development

Author: L. R. Klein

Publisher: Academic Press

Published: 2014-05-12

Total Pages: 369

ISBN-13: 1483271617

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Economic Theory, Econometrics, and Mathematical Economics: Quantitative Economics and Development: Essays in Memory of Ta-Chung Liu focuses on the advancements in the methodologies and processes in the field of quantitative economics. The selection first offers information on society, politics, and economic development, global stability of stochastic economic processes, and the design of mechanisms for the efficient allocation of public goods. Discussions focus on the design of individually incentive compatible mechanisms in an abstract setting, design problem under coalition formation, stability results for the economic models, invariant measures for diffusions, and disjoint principal-components method. The text then takes a look at critical observations on the labor theory of value and Sraffa's Standard Commodity and a generalization of Hotelling's solution. The manuscript examines an exploratory policy-oriented econometric model of a metropolitan area and the effect of simple specification error on the coefficients of "unaffected" variables, including distinctive features of the model and individual sectoral models. Temporal aggregation and econometric models; uniqueness of the representation of commodity-augmenting technical change; and technological change and growth performance in Taiwan agriculture are also discussed. The selection is a valuable source of data for economists and readers interested in quantitative economics.

Frontiers of Business Cycle Research
Frontiers of Business Cycle Research

Author: Thomas F. Cooley

Publisher: Princeton University Press

Published: 1995-02-26

Total Pages: 452

ISBN-13: 9780691043234

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This introduction to modern business cycle theory uses a neoclassical growth framework to study the economic fluctuations associated with the business cycle. Presenting advances in dynamic economic theory and computational methods, it applies concepts to t

Quantitative Methods in Economics and Finance
Quantitative Methods in Economics and Finance

Author: Tomas Kliestik

Publisher: MDPI

Published: 2021-04-08

Total Pages: 164

ISBN-13: 3036505369

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The purpose of the Special Issue “Quantitative Methods in Economics and Finance” of the journal Risks was to provide a collection of papers that reflect the latest research and problems of pricing complex derivates, simulation pricing, analysis of financial markets, and volatility of exchange rates in the international context. This book can be used as a reference for academicians and researchers who would like to discuss and introduce new developments in the field of quantitative methods in economics and finance and explore applications of quantitative methods in other business areas.

Frontiers of Environmental Input-Output Analysis
Frontiers of Environmental Input-Output Analysis

Author: Shigemi Kagawa

Publisher: Routledge

Published: 2011-08-26

Total Pages: 287

ISBN-13: 1136651209

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Input-Output Analysis (IOA) is widely used in the field of ecological economics, industrial ecology, and environmental sciences. Industrial Ecology (IE) and Ecological Economics (EE) are promising and growing fields. IOA plays a crucial role in analyzing the related environmental and resource issues and providing quantitative information to many research questions and policy implications. The major aim of this book is to provide not only a comprehensive overview of environmental IOA from 1930s to the present but also the frontiers of environmental IOA including energy structural decomposition analysis, spatial energy structural decomposition analysis, multi-regional waste make-use analysis, augmented waste input-output analysis, dynamic structural decomposition analysis with product lifetime distributions, and endogenous input-output analysis with product lifetime distributions to professionals, practitioners, and students. This book presents a novel dynamic structural decomposition analysis to evaluate the effects of the product lifetime shifts and structural changes such as technological changes and final demand shifts on the life cycle energy consumptions. It also contributes to modelling a simple social accounting method with cumulative product lifetime distributions and argues how product lifetime extension affects energy consumptions and income flow throughout the entire economic system. The book demonstrates the author’s expertise in IOA and is an essential read for students and scholars in the field.

Handbook of the Economics of Risk and Uncertainty
Handbook of the Economics of Risk and Uncertainty

Author: Mark Machina

Publisher: Newnes

Published: 2013-11-14

Total Pages: 897

ISBN-13: 0444536868

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The need to understand the theories and applications of economic and finance risk has been clear to everyone since the financial crisis, and this collection of original essays proffers broad, high-level explanations of risk and uncertainty. The economics of risk and uncertainty is unlike most branches of economics in spanning from the individual decision-maker to the market (and indeed, social decisions), and ranging from purely theoretical analysis through individual experimentation, empirical analysis, and applied and policy decisions. It also has close and sometimes conflicting relationships with theoretical and applied statistics, and psychology. The aim of this volume is to provide an overview of diverse aspects of this field, ranging from classical and foundational work through current developments. - Presents coherent summaries of risk and uncertainty that inform major areas in economics and finance - Divides coverage between theoretical, empirical, and experimental findings - Makes the economics of risk and uncertainty accessible to scholars in fields outside economics