Advances in Mathematical Finance

Advances in Mathematical Finance PDF Author: Michael C. Fu
Publisher: Springer Science & Business Media
ISBN: 0817645454
Category : Business & Economics
Languages : en
Pages : 345

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Book Description
This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the book has real-world applications to fixed income models, credit risk models, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium. It is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financial engineering.

Advances in Mathematical Finance

Advances in Mathematical Finance PDF Author: Michael C. Fu
Publisher: Springer Science & Business Media
ISBN: 0817645454
Category : Business & Economics
Languages : en
Pages : 345

Get Book Here

Book Description
This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the book has real-world applications to fixed income models, credit risk models, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium. It is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financial engineering.

Advanced Mathematical Economics

Advanced Mathematical Economics PDF Author: Rakesh V. Vohra
Publisher: Psychology Press
ISBN: 9780415700085
Category : Business & Economics
Languages : en
Pages : 212

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Book Description
This textbook presents students with all they need for advancing in mathematical economics. Higher level undergraduates as well as postgraduate students in mathematical economics will find this book extremely useful.

Advances in Mathematical Economics

Advances in Mathematical Economics PDF Author: Shigeo Kusuoka
Publisher: Springer Science & Business Media
ISBN: 9784431702788
Category : Business & Economics
Languages : en
Pages : 414

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Book Description
The book is the second volume of the series, Advances in Mathematical Economics, which was launched in 1999. Each volume does not to have volume title like each volume of usual journal. This volume consists of only invited and refereed papers to keep high standard of this series.

Advances in Mathematical Economics Volume 7

Advances in Mathematical Economics Volume 7 PDF Author: Shigeo Kusuoka
Publisher: Springer Science & Business Media
ISBN: 443127233X
Category : Business & Economics
Languages : en
Pages : 147

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Book Description
A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. The editorial board of this series comprises the following prominent economists and mathematicians: Managing Editors: S. Kusuoka (Univ. Tokyo), T. Maruyama (Keio Univ.). Editors: R. Anderson (U.C. Berkeley), C. Castaing (Univ. Montpellier), F.H. Clarke (Univ. Lyon I), G. Debreu (U.C. Berkeley), E. Dierker (Univ. Vienna), D. Duffie (Stanford Univ.), L.C. Evans (U.C. Berkeley), T. Fujimoto (Okayama Univ.), J.-M. Grandmont (CREST-CNRS), N. Hirano (Yokohama National Univ.), L. Hurwicz (Univ. of Minnesota), T. Ichiishi (Ohio State Univ.), A. Ioffe (Israel Institute of Technology), S. Iwamoto (Kyushu Univ.), K. Kamiya (Univ. Tokyo), K. Kawamata (Keio Univ.), N. Kikuchi (Keio Univ.), H. Matano (Univ. Tokyo), K. Nishimura (Kyoto Univ.), M.K. Richter (Univ. Minnesota), Y. Takahashi (Kyoto Univ.), M. Valadier (Univ. Montpellier II), A. Yamaguti (Kyoto Univ./Ryukoku Univ.), M. Yano (Keio Univ.).

Differential Equations, Bifurcations, and Chaos in Economics

Differential Equations, Bifurcations, and Chaos in Economics PDF Author: Wei-Bin Zhang
Publisher: World Scientific
ISBN: 9812563334
Category : Business & Economics
Languages : en
Pages : 512

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Book Description
Although the application of differential equations to economics is a vast and vibrant area, the subject has not been systematically studied; it is often treated as a subsidiary part of mathematical economics textbooks. This book aims to fill that void by providing a unique blend of the theory of differential equations and their exciting applications to dynamic economics. Containing not just a comprehensive introduction to the applications of the theory of linear (and linearized) differential equations to economic analysis, the book also studies nonlinear dynamical systems, which have only been widely applied to economic analysis in recent years. It provides comprehensive coverage of the most important concepts and theorems in the theory of differential equations in a way that can be understood by any reader who has a basic knowledge of calculus and linear algebra. In addition to traditional applications of the theory to economic dynamics, the book includes many recent developments in different fields of economics.

Advances in Mathematical Economics Volume 8

Advances in Mathematical Economics Volume 8 PDF Author: S. Kusuoka
Publisher: Springer Science & Business Media
ISBN: 4431308997
Category : Business & Economics
Languages : en
Pages : 481

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Book Description
A lot of economic problems can formulated as constrained optimizations and equilibration of their solutions.Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who were seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking for effective mathematical tools for their researchers.

Advances in Mathematical Economics Volume 18

Advances in Mathematical Economics Volume 18 PDF Author: Shigeo Kusuoka
Publisher: Springer
ISBN: 4431548343
Category : Mathematics
Languages : en
Pages : 148

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Book Description
A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research.

Mathematical Optimization and Economic Theory

Mathematical Optimization and Economic Theory PDF Author: Michael D. Intriligator
Publisher: SIAM
ISBN: 0898715113
Category : Mathematics
Languages : en
Pages : 515

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Book Description
A classic account of mathematical programming and control techniques and their applications to static and dynamic problems in economics.

Advances in Mathematical Economics Volume 10

Advances in Mathematical Economics Volume 10 PDF Author: S. Kusuoka
Publisher: Springer Science & Business Media
ISBN: 4431727612
Category : Business & Economics
Languages : en
Pages : 128

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Book Description
Published once a year under the auspices of the Research Center of Mathematical Economics in Tokyo, this series brings together mathematicians interested in economic theories and economists seeking effective mathematical tools to aid their research. Articles set forth original results and detailed overviews of the problems under discussion, offering readers a clear understanding of both economic and mathematical theories.

Advances in Mathematical Economics Volume 17

Advances in Mathematical Economics Volume 17 PDF Author: Shigeo Kusuoka
Publisher: Springer Science & Business Media
ISBN: 4431543244
Category : Mathematics
Languages : en
Pages : 172

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Book Description
A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research.