Financial networks : statics and dynamics

Bibliographic Information

Financial networks : statics and dynamics

Anna Nagurney, Stavros Siokos

(Advances in spatial science)

Springer-Verlag, c1997

Available at  / 28 libraries

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Note

"With 58 figures and 10 tables."

Includes bibliographical references and index

Description and Table of Contents

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.

Table of Contents

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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