AV Akademikerverlag
Agent-Based Simulation in Finance
Product Code:
9783639491135
ISBN13:
9783639491135
Condition:
New
$40.24
Agent-Based Simulation in Finance
$40.24
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.
| Author: Jason Thomas Wilmans |
| Publisher: AV Akademikerverlag |
| Publication Date: May 13, 2014 |
| Number of Pages: 68 pages |
| Binding: Paperback or Softback |
| ISBN-10: 3639491130 |
| ISBN-13: 9783639491135 |
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