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The Classical Cournot Model -- Concave Oligopolies -- General Oligopolies -- Modified and Extended Oligopolies -- Oligopolies with Misspecified and Uncertain Price Functions, and Learning -- Overview and Directions for Future Research
Persistent link: https://www.econbiz.de/10013521299
The book focuses classical oligopoly theory as developed in 1840-1940. By the end of this period oligopoly came under … the spell of game theory in its probabilistic equilibrium format. Work by Cournot, von Stackelberg, Palander, and … that the whole idea of rational expectations is untenable in dynamic oligopoly. Early original ideas in oligopoly theory …
Persistent link: https://www.econbiz.de/10013522887
results in behavioral finance and decision theory …Foundations: Introduction -- Decision Theory -- Financial Markets: Two-Period Model: Mean-Variance Approach -- Two …-Period Model: State-Preference Approach -- Multiple-Periods Model -- Advanced Topics: Theory of the Firm -- Information Asymmetries …
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Risk: The Convergence -- Risk Management Everywhere -- Probability Elements: An Applied Refresher -- Multivariate Probability Distributions: Applications and Risk Models -- Temporal Risk Processes -- Risk Measurement -- Risk Valuation -- Risk Economics and the Extended CCAPM -- Risk Pricing...
Persistent link: https://www.econbiz.de/10014016508
A review of optimal investment rules in electricity generation -- A Survey of Commodity Markets and Structural Models for Electricity Prices -- Fourier based valuation methods in mathematical finance -- Mathematics of Swing Options: A Survey -- Inference for Markov-regime switching models of...
Persistent link: https://www.econbiz.de/10014016908
Part I The Fundamentals of Derivative Security Pricing -- 1 The Stock Option Problem -- 2 Stochastic Processes for Asset Price Modelling -- 3 An Initial Attempt at Pricing an Option -- 4 The Stochastic Differential Equation -- 5 Manipulating Stochastic Differential Equations and Stochastic...
Persistent link: https://www.econbiz.de/10014019196
Dieses Buch bildet die Entwicklung der Downside-orientierten Kapitalmarkttheorie umfassend ab. Die Autoren legen dabei …
Persistent link: https://www.econbiz.de/10014019581
science that will be covered are: interest rate theory, fixed-income instruments, currency market, annuity and insurance …
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Modellierung von Liquidität -- Dynamisches Gleichgewichtsmodell zur Bestimmung von Liquiditätsspreads in illiquiden Anleihemärkten -- Eigenschaften des Liquiditätsspreads -- Empirische Untersuchung von Liquiditätsspreads -- Fazit und Ausblick.
Persistent link: https://www.econbiz.de/10013516654