Financial Networks:
Statics and Dynamics
 

(Advances in Spatial Science)

Anna Nagurney and Stavros Siokos

Springer Verlag

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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.
 

Chapter Contents
1 Introduction and Overview
2 Foundations of Financial Economics
3 Variational Inequalities
4 Projected Dynamical Systems
5 Nonlinear Networks
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
11 International Financial Models
12 International Models with Hedging
13 Imperfect Market Models
14 Flow of Funds Models
15 Empirical Analysis
  Appendices
A Linear Algebra and Analysis
B Probability
C Black and Scholes Model

Last update: August 23, 2003