This paper studies quantitative macro-finance model and describes Investment and Profits surface-like risk waves. We regard macro-finance as ensemble of economic agents and use their risk ratings as coordinates on economic space. Aggregations of agent's financial variables with risk coordinates...

This paper describes waves of Credit-Loans macro financial transactions on economic space. We use agent's risk ratings as their coordinates and describe evolution of macro financial variables by transactions between agents. Aggregations of agent's financial variables with risk coordinates x on...

This paper describes continuous time macro-finance via dynamics of financial transactions between economic agents. Risk ratings of agents play role of their coordinates x on economic space. Financial variables of agents like Investment or Assets, Profits or Credits allow describe corresponding...

This paper presents macro-finance as ensemble of economic agents and suggests use risk ratings of economic agents as their coordinates on economic space. Financial variables of separate economic agents are defined as functions of time and coordinates on economic space. Aggregations of financial...

This paper presents new look on option pricing and reconsiders derivation of the Black-Scholes-Merton equation. We argue options on stock price of economic agents that follow random Brownian walk on economic space. Risk ratings of economic agent play role of its coordinates on economic space....

This paper models macro-finance on economic space alike to description of multi-particle systems. We treat economic agents as simple units of macro-finance system and use their risk ratings as their coordinates on economic space. Financial variables of separate economic agents are defined as...

This paper presents general approach to description of business cycles aggregate fluctuations of economic and financial variables. We model economics as ensemble of agents on economic space and agent's risk ratings play role of their coordinates. Aggregation of variables of agents with...

This paper takes the trade dataset of the value C and the volume V of executed transactions and regards relations C=pV as the only definition of the implemented price p. Any other price definitions, price models and forecasts form agents price expectations. Expectations force agents perform...

This paper presents general approach to description of business cycles aggregate fluctuations of economic and financial variables. We model economics as ensemble of agents on economic space and agent's risk ratings play role of their coordinates. Aggregation of variables of agents with...

This paper describes evolution of economic and financial transactions between agents as ground for modelling fluctuations of economic and financial variables. We use risk ratings x of agents as their coordinates x on economic space. Transactions between agents define evolution of their economic...