Contributions to Mathematical Economics in Honor of Gérard Debreu
Author | : Gerard Debreu |
Publisher | : North-Holland |
Total Pages | : 456 |
Release | : 1986 |
Genre | : Business & Economics |
ISBN | : |
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Author | : Gerard Debreu |
Publisher | : North-Holland |
Total Pages | : 456 |
Release | : 1986 |
Genre | : Business & Economics |
ISBN | : |
Very Good,No Highlights or Markup,all pages are intact.
Author | : Klaus Sandmann |
Publisher | : Springer Science & Business Media |
Total Pages | : 325 |
Release | : 2013-04-18 |
Genre | : Business & Economics |
ISBN | : 366204790X |
In many areas of finance and stochastics, significant advances have been made since this field of research was opened by Black, Scholes and Merton in 1973. This volume contains a collection of original articles by a number of highly distinguished authors, on research topics that are currently in the focus of interest of both academics and practitioners.
Author | : Kenneth Joseph Arrow |
Publisher | : Edward Elgar Publishing |
Total Pages | : 762 |
Release | : 2001 |
Genre | : Business & Economics |
ISBN | : |
A collection of 36 previously published papers focusing on the mathematical modeling of a number of problems in economic theory, one of the most important being the relative possibilities of modeling whether social choices can be determined in a world of infinite economic choice or whether choice leads to impossibilities of resolving social preference. The papers, for the most part, take the work of Kenneth J. Arrow and Gerard Debreu as a starting point and were published between 1934 and 1989. Annotation copyrighted by Book News, Inc., Portland, OR
Author | : Morris W. Hirsch |
Publisher | : Springer Science & Business Media |
Total Pages | : 620 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 1461227402 |
An extraordinary mathematical conference was held 5-9 August 1990 at the University of California at Berkeley: From Topology to Computation: Unity and Diversity in the Mathematical Sciences An International Research Conference in Honor of Stephen Smale's 60th Birthday The topics of the conference were some of the fields in which Smale has worked: • Differential Topology • Mathematical Economics • Dynamical Systems • Theory of Computation • Nonlinear Functional Analysis • Physical and Biological Applications This book comprises the proceedings of that conference. The goal of the conference was to gather in a single meeting mathemati cians working in the many fields to which Smale has made lasting con tributions. The theme "Unity and Diversity" is enlarged upon in the section entitled "Research Themes and Conference Schedule." The organizers hoped that illuminating connections between seemingly separate mathematical sub jects would emerge from the conference. Since such connections are not easily made in formal mathematical papers, the conference included discussions after each of the historical reviews of Smale's work in different fields. In addition, there was a final panel discussion at the end of the conference.
Author | : Damien Lamberton |
Publisher | : CRC Press |
Total Pages | : 253 |
Release | : 2011-12-14 |
Genre | : Business & Economics |
ISBN | : 142000994X |
Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods. Maintaining the lucid style of its popular predecessor, this concise and accessible introduction covers the probabilistic techniques required to understand the most widely used financial models. Along with additional exercises, this edition presents fully updated material on stochastic volatility models and option pricing as well as a new chapter on credit risk modeling. It contains many numerical experiments and real-world examples taken from the authors' own experiences. The book also provides all of the necessary stochastic calculus theory and implements some of the algorithms using SciLab. Key topics covered include martingales, arbitrage, option pricing, and the Black-Scholes model.
Author | : Sergio Nisticò |
Publisher | : Routledge |
Total Pages | : 417 |
Release | : 2002-03-14 |
Genre | : Business & Economics |
ISBN | : 1134542755 |
Providing a contemporary overview of the debate amongst theoretical stands in economics, this book brings together contributions from a number of eminent scholars. It covers important issues in methodology and the history of thought, as well as economic analysis. The book is structured in five parts which: focus on the relevance of the history of economic ideas for current economic analysis centre on the role of classical theory of value and distribution contrast the equilibrium approach with an out-of-equilibrium perspective offer an evaluation of the legacy of Keynes in the light of the recent development of macroeconomics is dedicated to the issue of how institutions ought to be embedded in current economic theorising. Providing up-to-date, fresh and detailed perspectives on economic theory, this book will prove invaluable for students and academics in the fields of the history of economics, and contemporary economic theory.
Author | : Jacques H. Drèze |
Publisher | : Cambridge University Press |
Total Pages | : 604 |
Release | : 1991 |
Genre | : Business & Economics |
ISBN | : 9780521435246 |
This 1991 book is a selection of Jacques Drèze's work over the last decade on the topics of lasting unemployment, stagflation and unused capacity. At the theoretical level, the author has contributed to the formulation and analysis of general equilibrium models which allow for price rigidities and excess supply and lend themselves to econometric implementation, thus represents an attempt to integrate micro- and macroeconomics, and to use theory for empirical and policy purposes.
Author | : Martin Shubik |
Publisher | : MIT Press |
Total Pages | : 591 |
Release | : 2022-11-01 |
Genre | : Business & Economics |
ISBN | : 0262546779 |
A rigorous theory of money, credit, and bankruptcy in the context of a mixed economy, uniting Walrasian general equilibrium with macroeconomic dynamics and Schumpeterian innovation. This book offers a rigorous study of control, guidance, and coordination problems of an enterprise economy, with attention to the roles of money and financial institutions. The approach is distinctive in drawing on game theory, methods of physics and experimental gaming, and, more generally, a broader evolutionary perspective from the biological and behavioral sciences. The proposed theory unites Walrasian general equilibrium with macroeconomic dynamics and Schumpeterian innovation utilizing strategic market games. Problems concerning the meaning of rational economic behavior and the concept of solution are noted. The authors argue that process models of the economy can be built that are consistent with the general equilibrium system but become progressively more complex as new functions are added. Explicit embedding of the economy within the framework of government and society provides a natural, both formal and informal, control system. The authors describe how to build and analyze multistate models with simple assumptions about behavior, and develop a general modeling methodology for the construction of models as playable games.
Author | : Yongsung Chang |
Publisher | : International Monetary Fund |
Total Pages | : 35 |
Release | : 2009-12-01 |
Genre | : Business & Economics |
ISBN | : 1451874219 |
We undertake a quantitative analysis of the dispersion of current accounts in an open economy version of incomplete insurance model, incorporating important market frictions in trade and financial flows. Calibrated with conventional parameter values, the stochastic stationary equilibrium of the model with limited borrowing can account for about two-thirds of the global dispersion of current accounts. The easing of financial frictions can explain nearly all changes in the current account dispersion in the past four decades whereas the easing of trade frictions has almost no impact on the current account dispersion.
Author | : David M. Kreps |
Publisher | : Cambridge University Press |
Total Pages | : 217 |
Release | : 2019-09-19 |
Genre | : Business & Economics |
ISBN | : 1108486363 |
"I began this monograph (which, at the time, was a nascent paper) with the objective of understandinghow and how well continuous-time models of economic phenomena - and in particular models that employ Brownian motion - relate to "near by" discrete-time models. We know by examples that the connections are sometimes not altogether obvious; see, for instance, Fudenberg and Levine (2009) and Sadzik and Stacchetti (2015). So, it seemed to me, a general theory connecting the two types of models ought to be available"--