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Books in Decision sciences

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Handbook of Mathematical Economics

  • 1st Edition
  • Volume 2
  • M.D. Intriligator + 1 more
  • M.D. Intriligator and Kenneth J. Arrow
  • February 1, 1982
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 8 6 1 2 7 - 6
The Handbook of Mathematical Economics aims to provide a definitive source, reference, and teaching supplement for the field of mathematical economics. It surveys, as of the late 1970's the state of the art of mathematical economics. This is a constantly developing field and all authors were invited to review and to appraise the current status and recent developments in their presentations. In addition to its use as a reference, it is intended that this Handbook will assist researchers and students working in one branch of mathematical economics to become acquainted with other branches of this field.Volume 2 elaborates on Mathematical Approaches to Microeconomic Theory, including consumer, producer, oligopoly, and duality theory, as well as Mathematical Approaches to Competitive Equilibrium including such aspects of competitive equilibrium as existence, stability, uncertainty, the computation of equilibrium prices, and the core of an economy.For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier.nl/locate/hes
Handbook of Mathematical Economics

Stochastic Methods in Economics and Finance

  • 1st Edition
  • Volume 17
  • A.G. Malliaris + 1 more
  • A.G. Malliaris and W.A. Brock
  • January 1, 1977
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 8 6 2 0 1 - 3
Theory and application of a variety of mathematical techniques in economics are presented in this volume. Topics discussed include: martingale methods, stochastic processes, optimal stopping, the modeling of uncertainty using a Wiener process, Itô's Lemma as a tool of stochastic calculus, and basic facts about stochastic differential equations. The notion of stochastic ability and the methods of stochastic control are discussed, and their use in economic theory and finance is illustrated with numerous applications. The applications covered include: futures, pricing, job search, stochastic capital theory, stochastic economic growth, the rational expectations hypothesis, a stochastic macroeconomic model, competitive firm under price uncertainty, the Black-Scholes option pricing theory, optimum consumption and portfolio rules, demand for index bonds, term structure of interest rates, the market risk adjustment in project valuation, demand for cash balances and an asset pricing model.
Stochastic Methods in Economics and Finance