The Handbook of Post Crisis Financial Modelling.
- 1st ed.
- 1 online resource (334 pages)
Cover -- Half-Title -- Title -- Copyright -- Contents -- List of Figures -- List of Tables -- Preface and Acknowledgments -- Notes on Contributors -- 1 Financial Development and Financial Crises: Lessons from the Early United States -- 2 Monetary Transmission and Regulatory Impacts: Empirical Evidence from the Post-Crisis Banking Literature -- 3 Market Discipline, Public Disclosure and Financial Stability -- 4 Strategic Monetary and Fiscal Policy Interaction in a Liquidity Trap -- 5 Analyzing Bank Efficiency: Are "Too-Big-to-Fail" Banks Efficient? -- 6 Efficiency, Competition and the Shadow Price of Capital -- 7 Model-Free Methods in Valuation and Hedging of Derivative Securities -- 8 The Private Information Price of Risk -- 9 Evolutionary Behavioral Finance -- 10 Post-Crisis Macrofinancial Modeling: Continuous Time Approaches -- 11 Recent Results on Operator Techniques in the Description of Macroscopic Systems -- Index.