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: 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.
Автор: Zolotas Xenophon Euthymiou Название: Monetary Equilibrium and Economic Development ISBN: 069162450X ISBN-13(EAN): 9780691624501 Издательство: Wiley Рейтинг: Цена: 5069.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The progress of the Greek economy from its low point in 1950 to its healthy state in 1963 is traced in detail by Professor Zolotas, Governor of the Bank of Greece for the last ten years. Originally published in 1965. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from
Автор: Cars H. Hommes; Roald Ramer; Cees A. Withagen Название: Equilibrium, Markets and Dynamics ISBN: 3642628206 ISBN-13(EAN): 9783642628207 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book contains essays in honour of Claus Weddepohl who, after 22 years, is retiring as professor of mathematical economics at the Department of Quantitative Economics of the University of Amsterdam.
Автор: Mukul Majumdar Название: Equilibrium and Dynamics ISBN: 134911698X ISBN-13(EAN): 9781349116980 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Over the last 40 years, Professor David Gale has played a leading role in developing two themes of fundamental importance to economic theory. As a tribute to his creative research, this volume contains contributions from some leading researchers who explore different directions in these areas.
Автор: Anders Borglin Название: Economic Dynamics and General Equilibrium ISBN: 3642055400 ISBN-13(EAN): 9783642055409 Издательство: Springer Рейтинг: Цена: 11173.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The developments of economic theory in the 1950s served to pinpoint important underlying assumptions in the study of market institutions.
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.
Автор: Takashi Negishi; Rama V. Ramachandran; Kazuo Mino Название: Economic Theory, Dynamics and Markets ISBN: 0792373065 ISBN-13(EAN): 9780792373063 Издательство: Springer Рейтинг: Цена: 34937.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Economic Theory, Dynamics, and Markets. The collection of essays in honor of Ryuzo Sato, written by his colleagues and students, covers the many fields of economic theory and policy to which he has contributed.
Автор: Jeffrey Johnson; Andrzej Nowak; Paul Ormerod; Brid Название: Non-Equilibrium Social Science and Policy ISBN: 331942422X ISBN-13(EAN): 9783319424224 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Non-Equilibrium Social Science & Policy.- Economics.- Social Psychology and Narrative Economy.- Sociology and Non-Equilibrium Social Science.- Geography far from Equilibrium.- Cities in Disequilibrium.- The Evolutionary Theory of Globalization.- Systems, Networks, and Policy.- Towards a Complexity-Friendly Policy: breaking the vicious circle of equilibrium thinking in economic and public policy.- The Information Economy.- Complexity Science & the Art of Policy Making.- The Complexity of Government.- The Room Around the Elephant: Tackling Context-Dependency in the Social Sciences.- Global Systems Science and Policy.- Index.
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