The handbook of post crisis financial modelling. (2016)

• Record Type: Book
• Further Information: Note: Edited by Emmanuel Haven, Philip Molyneux, John O.S. Wilson, Sergei Fedotov, Meryem Duygun.
• Editors: Haven, Emmanuel; Molyneux, Philip; Wilson, John O. S; Fedotov, Sergei; Duygun, Meryem
• Contents: Chapter 1) Financial Development and Financial Crises: Lessons from the Early United States; Peter L Rousseau -- Chapter 2) Monetary Transmission and Regulatory Impacts: Empirical Evidence from the Post-Crisis Banking Literature; Jakovljević Sanja, Hans Degryse and Steven Ongena -- Chapter 3) Market Discipline, Public Disclosure and Financial Stability; Rhiannon Sowerbutts and Peter Zimmerman -- Chapter 4) Strategic Monetary and Fiscal Policy Interaction in a Liquidity Trap; Ali al-Nowaihi and Sanjit Dhami -- Chapter 5) Analyzing Bank Efficiency: Are ztoo-big-to-faily Banks Efficient?; Hulusi Inanoglu, Michael Jacobs, Jr, Junrong Liu and Robin Sickles -- Chapter 6) Efficiency, Competition and the Shadow Price of Capital; Thomas Weyman-Jones -- Chapter 7) Model-Free Methods In Valuation And Hedging Of Derivative Securities; Mark H.A. Davis -- Chapter 8) The Private Information Price of Risk; Jerome Detemple and Marcel Rindisbacher -- Chapter 9) Evolutionary Behavioural Finance; Igor Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé -- Chapter 10) Post-Crisis Macrofinancial Modelling: Continuous Time Approaches; Jukka Isohätälä, Nataliya Klimenko and Alistair Milne -- Chapter 11) Recent Results On Operator Techniques In The Description Of Macroscopic Systems; F. Bagarello.
• Publisher Details: Houndmills, Basingstoke, Hampshire New York, NY : Palgrave Macmillan
• Publication Date: 2016
• Extent: 1 online resource (XIX, 316 pages)
• Subjects: 332; Finance; Economics, Mathematical; Finance -- Mathematical models; Global Financial Crisis, 2008-2009; Economics, Mathematical; Finance -- Mathematical models; Finance, general; Business Mathematics; Banking; Financial Engineering; Business & Economics -- Business Mathematics; Business & Economics -- Econometrics; Business & Economics -- Banks & Banking; Business mathematics & systems; Econometrics; Banking; Finance; Business mathematics; Econometrics; Banks and banking; Financial engineering; Business & Economics -- Finance
• Languages: English
• ISBNs: 9781137494498; 1137494492
• Related ISBNs: 1137494484; 9781137494481; 9781349575787
• Notes: Note: Includes bibliographical references and index.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.