All ebooks by Carl Chiarella in PDF and EPUB

Sustainable Asset Accumulation and Dynamic Portfolio Decisions

Carl Chiarella , Chih-Ying Hsiao , Lebogang Mateane , Willi Semmler

This book examines sustainable wealth formation and dynamic decision-making. The global economy experienced a veritable meltdown of asset markets in the years 2007-9, where many funds were overexposed to risky returns and suffered considerable losses.  On the other...

Derivative Security Pricing

Carl Chiarella , Xue-Zhong He , Christina Sklibosios Nikitopoulos

The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and...

Global Analysis of Dynamic Models in Economics and Finance

Gian Italo Bischi , Carl Chiarella , Iryna Sushko

The essays in this special volume survey some of the most recent advances in the global analysis of dynamic models for economics, finance and the social sciences. They deal in particular with a range of topics from mathematical methods as well as numerous applications...

Nonlinear Oligopolies

Gian Italo Bischi , Carl Chiarella , Michael Kopel , Ferenc Szidarovszky