Bøger af Carl Chiarella

The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling.

Our working model is set up in a way that there is a close relationship between our presented dynamic models and modern macro econometric models with disequilibrium both in the labor and the goods markets.

Investigates, from the numerical perspective, the 18D core dynamics of a theoretical 39D representation of an applied Keynesian disequilibrium model of monetary growth of a small open economy. This book considers the model from the viewpoint of national accounting.