Simulation in computational finance and economics tools and emerging applications
Başlık:
Simulation in computational finance and economics tools and emerging applications
ISBN:
9781466620124
Yayın Bilgileri:
Hershey, Pa. : IGI Global (701 E. Chocolate Avenue, Hershey, Pennsylvania, 17033, USA), c2013.
Fiziksel Tanımlama:
electronic texts (396 p.) : digital files.
Contents:
The adoption process of payment cards: an agent-based approach / Biliana Alexandrova-Kabadjova, Sara G. Castellanos Pascacio, Alma L. García-Almanza -- The use of simulations as an analytical tool for payment systems / Martin Diehl -- Preparing simulations in large value payment systems using historical data / Ronald Heijmans, Richard Heuver -- Simulation approaches to risk, efficiency, and liquidity usage in payment systems / Tatu Laine, Kasperi Korpinen, Matti Hellqvist -- Liquidity management in the large value payment systems: need for an agent-based model's complex approach / Luca Arciero, Cristina Picillo -- Liquidity saving mechanisms and bank behavior in payment systems / Marco Galbiati, Kimmo Soramäki -- Liquidity saving in CHAPS: a simulation study / Joanna McLafferty, Edward Denbee -- Managing intraday liquidity: the Mexican experience / Biliana Alexandrova-Kabadjova, Francisco Solís-Robleda -- Measuring and charging for banks' systemic interconnectedness / Marco A. Espinosa-Vega, Juan Solé -- Systemic risk, stress testing, and financial contagion: their interaction and measurement / Serafin Martinez-Jaramillo, Calixto Lopez-Castañon, Fabrizio Lopez-Gallo -- What matters in determining capital surcharge for systemically important financial institutions? / Céline Gauthier ... [et al.] -- Multi-agent financial network: regulatory capital arbitrage, negative CDS carry trade, and systemic risk analysis / Sheri M. Markose, Bewaji Oluwasegun, Simone Giansante -- Improving long-term financial risk forecasts using high-frequency data and scaling laws / Wing Lon Ng -- Optimal patent design: an agent-based modeling approach / Anthony Brabazon -- Modeling the FX market traders' behavior: an agent-based approach / Monira Aloud, Edward Tsang, Richard Olsen -- Predicting volatile consumer markets using multi-agent methods: theory and validation / Abhijit Sengupta, Stephen E. Glavin -- Agent-based modeling of the El Farol Bar problem / Shu-Heng Chen, Umberto Gostoli -- Simulation analysis as a way to assess the performance of important unit root and change in persistence tests / Raúl O. Fernández, J. Eduardo Vera-Valdés.
Abstract:
"This book presents a thorough collection of works, covering several rich and highly productive areas of research including Risk Management, Agent-Based Simulation, and Payment Methods and Systems, topics that have found new motivations after the strong recession experienced in the last few years"--Provided by publisher.
Added Author:
Elektronik Erişim:
Full Text Available From IGI Global 2013 Packages
Dil:
English