This book reflects the state of the art on nonlinear economic dynamics financial market
modelling and quantitative finance. It contains eighteen papers with topics ranging from
disequilibrium macroeconomics monetary dynamics monopoly financial market and limit order
market models with boundedly rational heterogeneous agents to estimation time series modelling
and empirical analysis and from risk management of interest-rate products futures price
volatility and American option pricing with stochastic volatility to evaluation of risk and
derivatives of electricity market. The book illustrates some of the most recent research tools
in these areas and will be of interest to economists working in economic dynamics and financial
market modelling to mathematicians who are interested in applying complexity theory to
economics and finance and to market practitioners and researchers in quantitative finance
interested in limit order futures and electricity market modelling derivative pricing and
risk management.
