The Handbook of Post Crisis Financial Modeling

1. Financial Development and Financial Crises: Lessons from the Early United States
Peter L. Rousseau

2. Monetary Transmission and Regulatory Impacts: Empirical Evidence from the Post-Crisis Banking Literature
Sanja Jakovljević, Hans Degryse, Steven Ongena

3. Market Discipline, Public Disclosure and Financial Stability
Rhiannon Sowerbutts, Peter Zimmerman

4. Strategic Monetary and Fiscal Policy Interaction in a Liquidity Trap
Ali al-Nowaihi, Sanjit Dhami

5. Analyzing Bank Efficiency: Are “Too-Big-to-Fail” Banks Efficient?
Hulusi Inanoglu, Michael Jacobs, Junrong Liu, Robin Sickles

6. Efficiency, Competition and the Shadow Price of Capital
Thomas Weyman-Jones

7. Model-Free Methods in Valuation and Hedging of Derivative Securities
Mark H. A. Davis

8. The Private Information Price of Risk
Jérôme Detemple, Marcel Rindisbacher

9. Evolutionary Behavioral Finance
Igor Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé

10. Post-Crisis Macrofinancial Modeling: Continuous Time Approaches
Jukka Isohätälä, Nataliya Klimenko, Alistair Milne

11. Recent Results on Operator Techniques in the Description of Macroscopic Systems
Fabio Bagarello

Nyckelord: Finance, Finance, general, Business Mathematics, Econometrics, Banking, Financial Engineering