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Statics and Dynamics (Advances in Spatial Science) Anna Nagurney and Stavros Siokos |
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Statics and Dynamics (Advances in Spatial Science) Anna Nagurney and Stavros Siokos |
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