Geschäftskunden Kundenprogramme
Vor Ort
Merkzettel Warenkorb
Produktbild: Yirong, Y: Capital Account Liberation

Yirong, Y: Capital Account Liberation Methods and Applications

Aus der Reihe Systems Evaluation, Prediction, and Decision-Making

Fr. 98.90

inkl. gesetzl. MwSt., Versandkostenfrei

Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

08.11.2019

Verlag

Taylor & Francis

Seitenzahl

422

Maße (L/B)

23.4/15.6 cm

Gewicht

453 g

Sprache

Englisch

ISBN

978-1-138-89456-3

Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

08.11.2019

Verlag

Taylor & Francis

Seitenzahl

422

Maße (L/B)

23.4/15.6 cm

Gewicht

453 g

Sprache

Englisch

ISBN

978-1-138-89456-3

Noch keine Bewertungen vorhanden

Verfassen Sie die erste Bewertung zu diesem Artikel

Helfen Sie anderen Kundinnen und Kunden durch Ihre Meinung.

Kundinnen und Kunden meinen

Bewertungen (0)
  • Produktbild: Yirong, Y: Capital Account Liberation
  • From Theory to Visualization: General Analysis Framework in FinanceMathematical Applications in Finance Synergetic ApproachMathematical Models in FinanceMathematical Principles in Finance Financial Balances Equation A Model in Canonical Form Rationality of Behavior Rational Expectations Principle Model of the Russian Economy in the Crisis Period Model of the Japanese Economy in the Crisis PeriodMathematical Estimations in Finance Introduction Estimation ConclusionsMathematical Approximations in Finance Introduction Main Results ConclusionsGame Theory in Finance Model Assumptions Evolutionary Game Model Stability Analysis Model SummaryVisualization Technology in Finance Introduction Self-Organizing Maps Clustering of the SOM Identifying Systemic Financial CrisesFrom Micheal to Heckscher–Ohlin: ODE for Capital Account LiberationGeneral Theory of Ordinary Differential Equations Basic Concepts of Ordinary Differential Equations Systems with Constant CoefficientsDynamic Path of Nonperforming Loans: First-Order ODE Introduction Hypothesis The Model Analysis ConclusionsStock Market’s Liquidity Risk: Second-Order ODE Introduction The Model Exogenous Shocks Numerical ExampleStability of Michael Model under Capital Control: Two-Dimensional Systems (I) Introduction The Model Stability Analysis ConclusionsExchange Rate Fluctuations under Capital Control: Two-Dimensional Systems (II) Introduction Stability Analysis ConclusionsDynamic Optimization of Competitive Agents: Three-Dimensional Systems Introduction The Model Analysis ConclusionsDynamic Heckscher–Ohlin Model: Four-Dimensional Systems Introduction The Model Local Stability Analysis ConclusionsInstability: Risk of Capital Flow Introduction Instability σ Empirical Examples ConclusionFrom European to Asian Option: PDE for Capital Account LiberationGeneral Method of Parabolic Partial Differential Equations of Second OrderPricing of Carbon Emission Cost: Linear Parabolic PDEs (I) Introduction The Model The Calculation ConclusionsPricing of Foreign Currency Option: Linear Parabolic PDEs (II) Introduction The Model The SolutionPricing of Credit Default Swaps: Linear Parabolic PDEs (III) Introduction The Model The SolutionPricing of Forward Exchange Rate: Linear Parabolic PDEs (IV)Pricing of Arithmetic Average Asian Option: Nonlinear Parabolic PDEs(I) Introduction The Lemma Decomposition of the SolutionEstimation for Error Estimation of the Error Term ConclusionsPricing of European Exchange Options: Nonlinear Parabolic PDEs (II) Introduction Foreign Exchange Option with Fractional Brownian Motion ConclusionsFrom Financial Crises to Currency Substitution: Limit Cycle Theory for Capital Account LiberationGeneral Theory of Limit CyclesPoincare Problem: Quadratic Polynomial Differential Systems (I) IntroductionForeign Assets and Foreign Liabilities: Quadratic Polynomial Differential Systems (II) Introduction Macroeconomic Model Dynamics Analysis ConclusionDynamics of Employment: Cubic Polynomial Differential Systems (I) Introduction Model Calculation ConclusionsContagion of Financial Crisis: Cubic Polynomial Differential Systems (II) Introduction Model Analysis ConclusionsContagion of Currency Crises: Fractional Differential Systems (I) Introduction Model and Analysis ConclusionsContagion of Currency Crises with Extra-Absorption: Fractional Differential Systems (II). Introduction Dynamic Model between Two Countries Stability Analysis ConclusionsThomas Constraint in Currency Substitutions General Theory Extended Thomas Model ConclusionsRelative Risk Aversion CoefficientIntroduction Analysis of Relative Risk Aversion Coefficients ConclusionsFrom Normal to Abnormal Flow of Capital: Optimizations for Capital Account LiberationOptimization Models in Finance Hot Money and Serial Financial Crises: Objectives with Recursively Defined Variables Dutch Disease and Optimal Taxation: Objectives with Linear Multivariable Optimal Growth Rate of Consumable Resource: Objectives with Discrete Variables Dynamics of Ecosystem Service Provision: Objectives with Bivariate Factors Illiquid Markets with Discrete Order Flows: Objectives Double Integrals Optimal Time of Removing Quarantine Bans: Objectives with Infinite Integrals Risk Premium and Exchange Rates: Objectives with Utility Function Endowment Risk and Monetary Policy: Objectives with Integrals of Utility FunctionsOptimal Asset Allocation: Continuous Objective FunctionsVerdier Equation: Differential Constraint Conditions Introduction Solution of Verdier EquationAsset Pricing Based on Quadric Programming: Discrete Objective Function Introduction Modeling Solutions of (P1) Example ConclusionsAbnormal Flows of Capital: Discrete Constraint Conditions Introduction Model Visualization Numerical Example ConclusionsFrom Underground Economics to Financial Contagion: Regressions for Capital Account LiberationGeneral Methods of Regression Analysis Sample Mean Linear Regression Model Mean of Least-Squares Estimator Variance of Least-Squares Estimator Gauss–Markov Theorem Residuals Estimation of Error Variance Mean-Square Forecast Error Covariance Matrix Estimation under Homoskedasticity Covariance Matrix Estimation under Heteroskedasticity Measures of FitWho Controls the Future? Presidential Election and Economic Policy in America Background Model Data Regression ResultsGone with the Wind: Cigarette Taxes in the State Background Data Linear Regression Model ConclusionsUndercurrents: The Underground Economy and Financial Development Background Linear Model Data ConclusionsWho Cares about My Health? The Baumol Model Background Nonlinear Model Regression Results ConclusionsSail against the Current: Held Currencies in Own Hands Background Model Data ConclusionsNowhere to Hide: Financial Contagion Effects Background SVAR Modeling Regression Financial Contagion Effect between Markets with High Capital Account Openness Financial Contagion Effect between Markets with At Least Moderate Capital Account LiberationReferencesIndex