Financial Networks: Statics and Dynamics

✍ Scribed by Anna Nagurney, Stavros Siokos (auth.)

Publisher: Springer-Verlag Berlin Heidelberg
Year: 1997
Tongue: English
Leaves: 496
Series: Advances in Spatial Science
Edition: 1
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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

Front Matter....Pages i-xv
Front Matter....Pages 1-1
Introduction and Overview....Pages 3-14
Foundations of Financial Economics....Pages 15-45
Front Matter....Pages 47-47
Variational Inequalities....Pages 49-73
Projected Dynamical Systems....Pages 74-91
Nonlinear Networks....Pages 92-138
Front Matter....Pages 139-139
Static Single Country Models....Pages 141-175
Static Single Country Hedging Models....Pages 176-217
Dynamic Single Country Models....Pages 218-249
Static Imperfect Market Models....Pages 250-277
Dynamic Imperfect Market Models....Pages 278-294
Front Matter....Pages 295-295
International Financial Models....Pages 297-332
International Models with Hedging....Pages 333-373
Imperfect Market Models....Pages 374-403
Front Matter....Pages 405-405
Flow of Funds Models....Pages 407-428
Front Matter....Pages 429-429
Empirical Analysis....Pages 431-457
Back Matter....Pages 459-491

✦ Subjects

Regional/Spatial Science; Finance/Investment/Banking; Operation Research/Decision Theory; Numerical Analysis

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