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Hardcover Financial Networks: Statics and Dynamics Book

ISBN: 354063116X

ISBN13: 9783540631163

Financial Networks: Statics and Dynamics

I Background.- 1 Introduction and Overview.- 1.1 Sources and Notes.- 2 Foundations of Financial Economics.- 2.1 Historic Overview.- 2.2 Utility Theory and Risk Aversion.- 2.3 Market Equilibrium.- 2.4 International Financial Economics.- 2.5 Sources and Notes.- II Methodological Foundations.- 3 Variational Inequalities.- 3.1 The Variational Inequality Problem.- 3.2 Qualitative Properties.- 3.3 Algorithms.- 3.3.1 Projection Methods.- 3.3.2 Basic Decomposition...

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