Finding Equilibrium: Arrow, Debreu, McKenzie and the Problem of Scientific Credit, Duppe Till, Weintraub E. Roy
Автор: Burkhard Heer Название: Dynamic General Equilibrium Modeling ISBN: 364203148X ISBN-13(EAN): 9783642031489 Издательство: Springer Рейтинг: Цена: 10480.00 р. Наличие на складе: Поставка под заказ.
Описание: Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. A wide variety of mathematical tools are needed to solve these models. This book presents methods used to compute the dynamics of general equilibrium models.
Описание: Financial Markets Theory presents classical asset pricing theory, a theory composed of milestones such as portfolio selection, risk aversion, fundamental asset pricing theorem, portfolio frontier, CAPM, CCAPM, APT, the Modigliani-Miller Theorem, no arbitrage/risk neutral evaluation and information in financial markets. Starting from an analysis of the empirical tests of the above theories, the author provides a discussion of the most recent literature, pointing out the main advancements within classical asset pricing theory and the new approaches designed to address open problems (e.g. behavioural finance). It is the only textbook to address the economic foundations of financial markets theory from a mathematically rigorous standpoint, and to offer a self-contained critical discussion, based on empirical results. Financial Markets Theory is an advanced book, well-suited for a first graduate course in financial markets, economics or financial mathematics. It is self-contained and introduces topics in a setting accessible to economists and practitioners equipped with a basic mathematical background. For those not acquainted with standard microeconomic theory, the tools needed to follow the analysis are presented early in the book. The approach makes this a vital handbook for practitioners in insurance, banking, investment funds and financial consultancy, as well as an excellent graduate-reference textbook.
Автор: Glaeser, Edward L. Название: Cities, Agglomeration, and Spatial Equilibrium ISBN: 019929044X ISBN-13(EAN): 9780199290444 Издательство: Oxford Academ Рейтинг: Цена: 11722.00 р. Наличие на складе: Поставка под заказ.
Описание: Drawing on his successful Lindahl lectures, Edward Glaeser provides a rigorous account of his research and unique thinking on cities. Written for an advanced audience with an interest in urban economics and cities, the book is written to be accessible to theorists and non-theorists alike and should provide a basis for further empirical work.
Автор: Opocher Название: Full Industry Equilibrium ISBN: 1107097797 ISBN-13(EAN): 9781107097797 Издательство: Cambridge Academ Рейтинг: Цена: 15840.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Written for academic researchers and graduate students, this ambitious and highly original book shows how work from two disparate traditions, the marginalist long-run theory of the firm and Sraffian theory, can be used to build a framework that sheds new light on the microeconomics of industry equilibrium.
Описание: The authors present a new formal framework for finding the long-run competitive market equilibrium through short-run equilibria by exploiting the operating policies and plant valuations. This “short-run approach” develops ideas of Boiteux and Koopmans. Applied to the peak-load pricing of electricity generated by thermal, hydro and pumped-storage plants, it gives a sound and practical method of valuing the fixed assets—in this case, the river flows and the geological sites suitable for reservoirs. Its main mathematical basis is the producer’s short-run profit maximization programme and its dual; their solutions have relatively simple forms that can greatly ease the fixed-point problem of solving for the general equilibrium. Since the optimal values (profit and cost functions) are usually nondifferentiable—this is so when there are joint costs of production such as capacity constraints—nonsmooth calculus is employed to resolve long-standing discrepancies between textbook theory and industrial reality by giving subdifferential extensions of basic results of microeconomics, including the Wong-Viner Envelope Theorem.
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