WorldCat Identities

He, Xue-Zhong

Overview
Works: 93 works in 119 publications in 3 languages and 776 library holdings
Genres: Conference papers and proceedings 
Roles: Editor, Author
Publication Timeline
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Most widely held works by Xue-Zhong He
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella by Roberto Dieci( )

9 editions published in 2014 in English and held by 373 WorldCat member libraries worldwide

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
Derivative security pricing : techniques, methods and applications by Carl Chiarella( )

10 editions published between 2015 and 2016 in English and German and held by 308 WorldCat member libraries worldwide

The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as well as to model spot and forward interest rates. Furthermore an extensive overview of the associated literature is presented and its relevance and applicability are discussed. Most of the key concepts are covered including Ito's Lemma, martingales, Girsanov's theorem, Brownian motion, jump processes, stochastic volatility, American feature and binomial trees. The book is beneficial to higher-degree research students, academics and practitioners as it provides the elementary theoretical tools to apply the techniques of stochastic finance in research or industrial problems in the field
A dynamic analysis of moving average rules by Carl Chiarella( Book )

3 editions published in 2005 in English and held by 6 WorldCat member libraries worldwide

Global stability in chemostat-type plankton models with delayed nutrient recycling by X.-Z He( Book )

3 editions published in 1996 in English and held by 3 WorldCat member libraries worldwide

Global stability in chemostat-type competition models with nutrient recycling by S Ruan( Book )

3 editions published in 1996 in English and held by 3 WorldCat member libraries worldwide

The dynamics of the cobweb when producers are risk averse learners by Carl Chiarella( Book )

1 edition published in 1999 in English and held by 3 WorldCat member libraries worldwide

Meng hui xue shan = MENGHUI XUESHAN by Xuezhong He( Book )

2 editions published between 2012 and 2013 in Chinese and held by 2 WorldCat member libraries worldwide

The Lyapunov functionals for delay prey-predator models by Xue-zong He( Book )

2 editions published in 1995 in English and held by 2 WorldCat member libraries worldwide

Multiple periodic solutions of differential delay equations created by asymptotically linear Hamiltonian systems by Jibin Li( Book )

2 editions published in 1995 in English and held by 2 WorldCat member libraries worldwide

Butter mountains, milk lakes and optimal price limiters by Ned Corron( Book )

1 edition published in 2005 in English and held by 1 WorldCat member library worldwide

An adaptive model on asset pricing and wealth dynamics with heterogeneous trading strategies by Carl Chiarella( Book )

1 edition published in 2002 in English and held by 1 WorldCat member library worldwide

Asset pricing, volatility and market behaviour : a market fraction approach by Xuezhong He( Book )

1 edition published in 2003 in English and held by 1 WorldCat member library worldwide

A dynamic analysis of the microstructure of moving average rules in a double auction market by Carl Chiarella( )

1 edition published in 2009 in English and held by 1 WorldCat member library worldwide

Asset pricing under keeping up with the Joneses and heterogeneous beliefs by Xue-zhong He( )

1 edition published in 2012 in English and held by 1 WorldCat member library worldwide

A framework for CAPM with heterogenous beliefs by Carl Chiarella( )

1 edition published in 2009 in English and held by 1 WorldCat member library worldwide

Recent developments on heterogeneous beliefs and adaptive behaviour of financial markets by Xue-Zhong He( )

1 edition published in 2012 in English and held by 1 WorldCat member library worldwide

Heterogeneous beliefs and the performances of optimal portfolios by Xue-zhong He( )

1 edition published in 2012 in English and held by 1 WorldCat member library worldwide

Monetary policy and exchange rate regime : proposal for a small and less developed economy by Jian Gao( Book )

1 edition published in 2007 in English and held by 1 WorldCat member library worldwide

Applications of delay differential equations to population dynamics in variable environments by Xuezhong He( )

1 edition published in 1995 in English and held by 1 WorldCat member library worldwide

Estimating behavioural heterogeneity under regime switching( )

1 edition published in 2011 in English and held by 1 WorldCat member library worldwide

 
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Audience level: 0.58 (from 0.54 for Nonlinear ... to 0.97 for A framewor ...)

Alternative Names
He, Tony

He, X.

He, X. Z.

He, Xuezhong

Xue-Zhong He.

Xue-zhong He economist (University of Technology Sydney)

Xue-zhong He Wirtschaftswissenschaftler/in (Tätig an der School of Finance and Economics, Univ. of Technology, Sydney)

Xuezhong, He

Languages