The Handbook of Post Crisis Financial Modelling

Editors: Haven, Emmanuel, Molyneux, Philip and Wilson, John
Publication Year: 2016
Publisher: Macmillan Publishers Ltd

Single-User Purchase Price: $209.00
Unlimited-User Purchase Price: $313.50
ISBN: 978-1-137-49448-1
Category: Business, Finance & Economics - Economics
Image Count: 58
Book Status: Available
Table of Contents

This unique Handbook brings together leading practitioners and academics in the areas of banking, mathematics, and law to present original research on the key issues affecting financial modelling since the 2008 financial crisis. As well as exploring themes of distributional assumptions and efficiency the Handbook also explores how financial modelling can possibly be re-interpreted in light of the 2008 crisis.

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Table of Contents

  • List of Figures
  • List of Tables
  • Preface and Acknowledgments
  • Notes on Contributors
  • 1 Financial Development and Financial Crises: Lessons from the Early United States Peter L. Rousseau
  • 2 Monetary Transmission and Regulatory Impacts: Empirical Evidence from the Post-Crisis Banking Literature Sanja Jakovljević, Hans Degryse and Steven Ongena
  • 3 Market Discipline, Public Disclosure and Financial Stability Rhiannon Sowerbutts and Peter Zimmerman
  • 4 Strategic Monetary and Fiscal Policy Interaction in a Liquidity Trap Ali al-Nowaihi and Sanjit Dhami
  • 5 Analyzing Bank Efficiency: Are “Too-Big-to-Fail” Banks Efficient? Hulusi Inanoglu, Michael Jacobs, Jr., Junrong Liu and Robin Sickles
  • 6 Efficiency, Competition and the Shadow Price of Capital Thomas Weyman-Jones
  • 7 Model-Free Methods in Valuation and Hedging of Derivative Securities Mark H. A. Davis
  • 8 The Private Information Price of Risk Jérôme Detemple and Marcel Rindisbacher
  • 9 Evolutionary Behavioral Finance Igor Evstigneev, Thorsten Hens and Klaus Reiner Schenk-Hoppé
  • 10 Post-Crisis Macrofinancial Modeling: Continuous Time Approaches Jukka Isohätälä, Nataliya Klimenko and Alistair Milne
  • 11 Recent Results on Operator Techniques in the Description of Macroscopic Systems Fabio Bagarello