microstructure, tick-by-tick data, bond and foreign exchange markets, and large dimensional volatility modeling. The volume is of … volatility modelling. The chapters on market microstructure deal with liquidity, asymmetries of information, and limit order …: the study of the impact of information arrival on exchange rate volatility and the uncovering of chartist patterns in the …

an alternative to the now classical, axiomatic general equilibrium theory as exposited in Debreu`s Theory of Value (1959 … alternative to the now classical, axiomatic general equilibrium theory as exposited in Debreu`s Theory of Value(1959) or Arrow and …

The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond …The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond …

The theory on the evolution of preferences deals with the endogenous formation of preference relations in strategic … situations. It is related to the field of evolutionary game theory. In this book we analyze the role and the influence of general …The theory on the evolution of preferences deals with the endogenous formation of preference relations in strategic …

This book investigates models in cooperative game theory in which the players have the possibility to cooperate …