Financial Networks

Statics and Dynamics

  • Anna Nagurney
  • Stavros Siokos
Part of the Advances in Spatial Science book series (ADVSPATIAL)

Table of contents

  1. Front Matter
    Pages i-xv
  2. Background

    1. Front Matter
      Pages 1-1
    2. Anna Nagurney, Stavros Siokos
      Pages 3-14
    3. Anna Nagurney, Stavros Siokos
      Pages 15-45
  3. Methodological Foundations

    1. Front Matter
      Pages 47-47
    2. Anna Nagurney, Stavros Siokos
      Pages 49-73
    3. Anna Nagurney, Stavros Siokos
      Pages 74-91
    4. Anna Nagurney, Stavros Siokos
      Pages 92-138
  4. Single Country Models

    1. Front Matter
      Pages 139-139
    2. Anna Nagurney, Stavros Siokos
      Pages 141-175
    3. Anna Nagurney, Stavros Siokos
      Pages 176-217
    4. Anna Nagurney, Stavros Siokos
      Pages 218-249
    5. Anna Nagurney, Stavros Siokos
      Pages 250-277
    6. Anna Nagurney, Stavros Siokos
      Pages 278-294
  5. International Models

    1. Front Matter
      Pages 295-295
    2. Anna Nagurney, Stavros Siokos
      Pages 297-332
    3. Anna Nagurney, Stavros Siokos
      Pages 333-373
    4. Anna Nagurney, Stavros Siokos
      Pages 374-403
  6. Flow of Funds and Estimation

    1. Front Matter
      Pages 405-405
    2. Anna Nagurney, Stavros Siokos
      Pages 407-428

About this book

Introduction

Financial analysis is concerned with the study of capital flows over time and space. This book presents a new theory of multi-sector, multi-instrument financial systems based on the visualization of such systems as networks. The framework is both qualitative and computational and depends crucially on the methodologies of finite-dimensional variational inequality theory for the study of statics and equilibrium states and on projected dynamical systems for the study of dynamics and disequilibrium behavior. Moreover, it adds a graphical dimension to the fundamental economic structure of financial systems and their evolution through time.

Keywords

Finance Financing Finanzierungstheorie Finanznetzwerke Finanzoptimierung Funds Hedging computational finance dynamische Systeme financial economics financial networks financial optimization optimization projected dynamical systems and finance variational inequalities and financial equilibria

Authors and affiliations

  • Anna Nagurney
    • 1
  • Stavros Siokos
    • 2
  1. 1.School of ManagementUniversity of MassachusettsAmherstUSA
  2. 2.Department of Mechanical and Industrial EngineeringUniversity of MassachusettsAmherstUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-59066-5
  • Copyright Information Springer-Verlag Berlin · Heidelberg 1997
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-642-63835-0
  • Online ISBN 978-3-642-59066-5
  • Series Print ISSN 1430-9602