Financial networks : statics and dynamics
著者
書誌事項
Financial networks : statics and dynamics
（Advances in spatial science）
Springer-Verlag, c1997
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注記
"With 58 figures and 10 tables."
Includes bibliographical references and index
内容説明・目次
内容説明
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.
目次
Preface * BACKGROUND * Introduction and Overview * Foundations of Financial Economics * METHODOLOGICAL FOUNDATIONS * Variational Inequalities * Projected Dynamical Systems * Nonlinear Networks * SINGLE COUNTRY MODELS * Static Single Country Models * Static Single Country Hedging Models * Dynamic Single Country Models * Static Imperfect Market Models * Dynamic Imperfect Market Models * INTERNATIONAL MODELS * International Financial Models * International Models with Hedging * Imperfect Market Models * FLOW OF FUNDS AND ESTIMATION * Flow of Funds Models * EMPIRICAL RESULTS * Empirical Analysis * Linear Algebra and Analysis * Probability * Black and Scholes Model.
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