Carl Chiarella is currently Professor of Quantitative Finance at the University of Technology, Sydney. He holds doctorates in both applied mathematics and economics. He is the author of over 150 research articles in international journals and edited volumes and the author/coauthor of 5 books. Carl is a Co-Editor of the Journal of Economic Dynamics and Control and Associate Editor of Quantitative Finance, Studies in Nonlinear Dynamics and Econometrics, Computational Economics and European Journal of Finance.
Alexander Novikov is Professor of Mathematics (Chair in Probability) at the Department of Mathematical Sciences, the University of Technology, Sydney. He received the Doctor of Science degree in mathematics from Steklov Mathematical Institute, Moscow. He has edited several proceedings and published more than 80 research papers in different areas of statistics of random processes, sequential analysis, random fields and mathematical finance. Alexander has been member of the Editorial Board of Statistics and Probability Letters, Bernoulli and Methods of Mathematical Statistics.
27 Ebooks por Carl Chiarella
Carl Chiarella & Alexander Novikov: Contemporary Quantitative Finance
This volume contains a collection of papers dedicated to Professor Eckhard Platen to celebrate his 60th birthday, which occurred in 2009. The contributions have been written by a number of his collea …
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€53.49
Gian Italo Bischi & Carl Chiarella: Nonlinear Dynamics in Economics, Finance and the Social Sciences
Over the last two decades there has been a great deal of research into nonlinear dynamic models in economics, finance and the social sciences. This book contains twenty papers that range over very re …
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€96.29
Gian Italo Bischi & Carl Chiarella: Global Analysis of Dynamic Models in Economics and Finance
The essays in this special volume survey some of the most recent advances in the global analysis of dynamic models for economics, finance and the social sciences. They deal in particular with a range …
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€96.29
Carl Chiarella & Xue-Zhong He: Derivative Security Pricing
The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathe …
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€181.89
Carl Chiarella & Willi Semmler: Sustainable Asset Accumulation and Dynamic Portfolio Decisions
This book examines sustainable wealth formation and dynamic decision-making. The global economy experienced a veritable meltdown of asset markets in the years 2007-9, where many funds were overexpose …
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€96.29
Carl Chiarella & Boda Kang: NUMERICAL SOLUTION OF THE AMERICAN OPTION PRICING PROBLEM
The early exercise opportunity of an American option makes it challenging to price and an array of approaches have been proposed in the vast literature on this topic. In The Numerical Solution of the …
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Inglês
DRM
€38.99
Carl Chiarella & Peter Flaschel: Financial Markets and the Macroeconomy
The financial instability and its spillover to the real sector have become a great challenge to macro-economic theory. The book takes a Keynesian theoretical perspective, representing an attempt to r …
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DRM
€109.23
Carl Chiarella & Peter Flaschel: Foundations for a Disequilibrium Theory of the Business Cycle
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€54.52
Toichiro Asada & Carl Chiarella: Monetary Macrodynamics
This book investigates the interaction of effective goods demand with the wage-price spiral, and the impact of monetary policy on financial and the real markets from a Keynesian perspective. Endogeno …
EPUB
Inglês
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€37.23
Toichiro Asada & Carl Chiarella: Monetary Macrodynamics
This book investigates the interaction of effective goods demand with the wage-price spiral, and the impact of monetary policy on financial and the real markets from a Keynesian perspective. Endogeno …
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Inglês
DRM
€37.23
Carl (University of Technology, Sydney, Australia) Chiarella & Peter Flaschel: Financial Markets and the Macroeconomy
The financial instability and its spillover to the real sector have become a great challenge to macro-economic theory. The book takes a Keynesian theoretical perspective, representing an attempt to r …
EPUB
DRM
€69.28
Carl (University of Technology, Sydney, Australia) Chiarella & Peter Flaschel: Financial Markets and the Macroeconomy
The financial instability and its spillover to the real sector have become a great challenge to macro-economic theory. The book takes a Keynesian theoretical perspective, representing an attempt to r …
PDF
DRM
€69.16
Carl (University of Technology, Sydney, Australia) Chiarella & Peter (Bielefeld University, Germany) Flaschel: Reconstructing Keynesian Macroeconomics Volume 2
This book represents the second of three volumes offering a complete reinterpretation and restructuring of Keynesian macroeconomics and a detailed investigation of the disequilibrium adjustment proce …
EPUB
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€55.79
Carl (University of Technology, Sydney, Australia) Chiarella & Peter (Bielefeld University, Germany) Flaschel: Reconstructing Keynesian Macroeconomics Volume 2
This book represents the second of three volumes offering a complete reinterpretation and restructuring of Keynesian macroeconomics and a detailed investigation of the disequilibrium adjustment proce …
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DRM
€56.13
Carl (University of Technology, Sydney, Australia) Chiarella & Peter (Bielefeld University, Germany) Flaschel: Reconstructing Keynesian Macroeconomics Volume 1
This book represents the first of three volumes offering a complete reinterpretation and restructuring of Keynesian macroeconomics and a detailed investigation of the disequilibrium adjustment proces …
EPUB
DRM
€64.18
Carl (University of Technology, Sydney, Australia) Chiarella & Peter (Bielefeld University, Germany) Flaschel: Reconstructing Keynesian Macroeconomics Volume 1
This book represents the first of three volumes offering a complete reinterpretation and restructuring of Keynesian macroeconomics and a detailed investigation of the disequilibrium adjustment proces …
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DRM
€64.44
Matthieu Charpe & Carl Chiarella: Financial Assets, Debt and Liquidity Crises
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€54.12
Matthieu Charpe & Carl Chiarella: Financial Assets, Debt and Liquidity Crises
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€53.25
Carl Chiarella & Peter Flaschel: Reconstructing Keynesian Macroeconomics Volume 3
This book represents the third of three volumes offering a complete reinterpretation and restructuring of Keynesian macroeconomics and a detailed investigation of the disequilibrium adjustment proces …
EPUB
Inglês
DRM
€53.35
Carl Chiarella & Peter Flaschel: Reconstructing Keynesian Macroeconomics Volume 3
This book represents the third of three volumes offering a complete reinterpretation and restructuring of Keynesian macroeconomics and a detailed investigation of the disequilibrium adjustment proces …
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Inglês
DRM
€54.04
Toichiro Asada & Carl Chiarella: Open Economy Macrodynamics
In the first part of this book, we treat interacting and small open economies. We do this from an historical perspective, starting from the Classical model of the gold standard and the specie-flow me …
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€203.71
Carl Chiarella: Elements of a Nonlinear Theory of Economic Dynamics
Elements of a Nonlinear Theory of Economic Dynamics provides both a framework and a survey of its needs. First, principle results and techniques of the theory relevant to applications in dynamic econ …
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€57.88
Carl Chiarella & Peter Flaschel: Disequilibrium, Growth and Labor Market Dynamics
In this book on disequilibrium, growth and labor market dynamics we take predominantly a macroeconomic perspective. We present a working model that can easily be varied in different directions in ord …
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€114.52
Carl Chiarella: Business Fluctuations and Long-Phased Cycles in High Order Macrosystems
In this book the authors investigate, from the numerical perspective, the 18D core dynamics of a theoretical 39D representation of an applied Keynesian disequilibrium model of monetary growth of a sm …
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€123.99
Ricardo Araujo & Matthieu Charpe: Unbalanced Growth from a Balanced Perspective
Synthesising Marx’s, Keynes’s and Schumpeter’s theories on wage-price dynamics, effective demand, real innovations and financial markets into a coherent whole, this book goes significantly beyond a c …
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€32.11
