|
Booksee.org
Stochastic methods in economics and financeA.G. Malliaris, W.A. BrockTheory 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. Ссылка удалена правообладателем ---- The book removed at the request of the copyright holder.
Популярные книги за неделю:
#3
Самодельные детали для сельского радиоприемникаАвторы: З.Б.Гинзбург, Ф.И.Тарасов.Категория: радиоэлектроника
1.40 Mb
#10
Вероятность и статистика. 10-11 классыБродский И.Л., Мешавкина О.С.Категория: M_Mathematics, MSch_School-level
1.24 Mb
Только что пользователи скачали эти книги:
#3
Новые печи: Технология, кладка: 37 эксклюзивных проектовсост. Селиван В.В., Рыженко В.И.
68.54 Mb
#9
Технология построения виртуальных защищенных сетей ViPNet версии 3.0 Windows+Linux: практикумА. О. Чефранова
14.88 Mb
#10
Психофизиология человека в экстремальных условияхЦ.П.КороленкоКатегория: ЕСТЕСТВЕННЫЕ НАУКИ, НАУКА и УЧЕБА
2.73 Mb
|
|