Agent-Based Simulation in Finance: An Application of Agent-Based Computational Economics Models to the U.S. Banking Market - Couverture souple

Wilmans, Jason Thomas

 
9783639491135: Agent-Based Simulation in Finance: An Application of Agent-Based Computational Economics Models to the U.S. Banking Market
Couverture souple
ISBN 10 : 3639491130 ISBN 13 : 9783639491135
Editeur : AV Akademikerverlag, 2014

Synopsis

Mutli-agent based simulation models allow for the research of economic questions differently than before. This thesis builds a multi-agent based simulation model of the U.S. financial market, to examine the behavior of banks within it. Although the focus is on the credit market, a sub-goal is to build a complete model of the market. This is due to the observation, that in the 2007 financial crisis, seemingly small adjustments in one market of the U.S. led to a world-wide shock to the financial system. While designing, some existing ACE-models are adapted as well as new ones incorporated. The simulation model includes ideas for models of banks, hedge funds, the Federal Reserve System, a stock trading simulation, an information market and federal, as well as corporate and private household, credit customers.

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Éditeur
AV Akademikerverlag
Date d'édition
2014
Langue
anglais
ISBN 10 
3639491130
ISBN 13 
9783639491135
Reliure
Broché
Nombre de pages
68
Coordonnées du fabricant
non disponible
Personne responsable
non disponible