The risk of counterparty default in banking, insurance, institutional, and pension-fund portfolios is an area of ongoing and increasing importance for finance practitioners. It is, unfortunately, a topic with a high degree of technical complexity. Addressing this challenge, this book provides a...

Introduction -- The Revived Interest in the Problems of Income and Wealth Distribution -- Re-incorporating Distributional Issues Into the Main Body of Economic Analysis -- Aim and Contents of this Book -- The Parametric Approach to Income and Wealth Distributional Analysis -- The Idea of a...

Grundlagen der Optionspreistheorie -- Extrahierung der risikoneutralen Wahrscheinlichkeitsdichtefunktion -- Anwendungsgebiete risikoneutraler Wahrscheinlichkeitsdichtefunktionen -- Empirische Untersuchungen -- Zusammenfassung und Schlussfolgerungen.

This book tries to sort out the different meanings of uncertainty and to discover their foundations. It shows that uncertainty can be represented using various tools and mental guidelines. Coverage also examines alternative ways to deal with risk and risk attitude concepts. Behavior under...

Written in an informal way, this book is addressed to philosophers or cognitive scientists curious of how economics deals with cognition and to graduate students in economics eager to discover how economics evolves. It aims at extending the framework of game theory in order to better fit with...

Part I: Introductory Matter -- 1.Utility and Demand -- 2.Elements of Production -- Part II: Models -- 3.Cournot I: Constant Returns -- 4.Cournot II: Returns to Scale and Stability -- Bertrand -- 6.Stackelberg -- 7.Hotelling Duopoly -- 8.Disequilibrium Trade and Pricing of Durable Commodities --...

1. Hosting a Successful Metamodern Party: Mixed Methods Management Research on the Web 2.0+; Anna K. Zarada, George G. Panigyrakis and Eugenia Tzoumaka -- 2. Why Consumer Psychology Needs Neurophilosophy; Paul M. W. Hackett and Gordon R. Foxall -- 3. Emotivity and Ephemera Research; Kip Jones --...

This handbook includes contributions related to optimization, pricing and valuation problems, risk modeling and decision making problems arising in global financial and commodity markets from the perspective of Operations Research and Management Science. The book is structured in three parts,...

This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric developments in finance, it analyzes the hedging securities and structured instruments that are offered by banks, since recent research in...

This title brings together frontier research on complex economic systems, heterogeneous interacting agents, bounded rationality, and nonlinear dynamics in economics. The book contains the proceedings of the CEF2015 (21st Computing in Economics in Finance), held 20-22 June 2015 in Taipei, Taiwan,...