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: Giulio La Volpe; trans Helen Ampt Название: Studies on the Theory of General Dynamic Economic Equilibrium ISBN: 0333554957 ISBN-13(EAN): 9780333554951 Издательство: Springer Рейтинг: Цена: 18866.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents a theory of the general dynamic economic equilibrium which is a development of the static theory of Walras and Pareto. Indeed, the model can be used in the treatment of the typical problems of dynamic economics, by means of the author`s method of variational dynamic analysis.
Автор: C.D. Aliprantis; O. Burkinshaw; N.J. Rothman Название: Advances in Equilibrium Theory ISBN: 3540152296 ISBN-13(EAN): 9783540152293 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In the course of the last fifty years, mathematica1 too1s became a staple in the deve10pment of economic theory. Economists continue to invoke sophisticated and diverse mathematica1 ideas to understand and exp1ain comp1ex situations. This interdiscip1inary process brings the fie1ds of mathematics and economics c10ser together. By now it is ap- parent that in order to advance our understanding of the socia1 sciences, there must be cooperation between mathematiciansand socia1 scientists. We be1ieve that this volume will contribute toward cooperation of this nature. On February 10-12, 1984, a conference on General Economic Equi1ib- rium Theory took p1ace on the campus of Indiana University -Purdue Uni- versity at Indianapo1is. This book is a co11ection of papers, some presented and others inspired by this conference. The authors had the difficu1t task of writing for two discrete audiences: Mathematicians unfami1iar with economic theory and Economists with moderate know1edge of advanced mathematics. The resu1ts presented in these papers faci1i- tate the advancement of both mathematics and economics. We take this opportunity to thank all the participants at the con- ference, with special thanks to the authors of the artic1es presented here. Also, we thank our institution Indiana University - Purdue Univer- sity at Indianapo1is and its office of sponsored research for a grant supporting this conference.
Описание: The problem of predicting interregional commodity movements and the regional prices of these commodities has intrigued economists, geographers and operations researchers for years.
Автор: Wolfram Elsner Название: The Microeconomics of Complex Economies ISBN: 0124115853 ISBN-13(EAN): 9780124115859 Издательство: Elsevier Science Рейтинг: Цена: 12462.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents an introduction to the Microeconomics of Complexity that uses game theory, modeling approaches, formal techniques, and computer simulations to teach useful, accessible approaches to real modern economies. This book describes the usefulness of complex heterodox economics.
Автор: Mario Sebastiani Название: The Notion of Equilibrium in the Keynesian Theory ISBN: 1349220884 ISBN-13(EAN): 9781349220885 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: One of the reasons which make the Keynesian controversy still so live, is the missing distinction between aspects concerning methodology and others pertaining to theory.
Автор: M. Sebastiani Название: Kalecki and Unemployment Equilibrium ISBN: 0333534646 ISBN-13(EAN): 9780333534649 Издательство: Springer Рейтинг: Цена: 23757.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Kalecki`s opus has been acknowledged chiefly as a contribution to the theory of distribution and the business cycle. Accordingly, it focuses on the relationships with other theoretical approaches, to methodology and the theory of effective demand and investment, to the theory of distribution and prices, and to the theory of money.
Автор: Robert E. Kuenne Название: General Equilibrium Economics ISBN: 134912754X ISBN-13(EAN): 9781349127542 Издательство: Springer Рейтинг: Цена: 9781.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A collection of published papers in general equilibrium that explore the basic problems of extensive interdependence in models incorporating oligopoly, space, time and money. Robert E. Kuenne has also written "The Theory of General Economic Equilibrium."
Автор: C. Fanning; D. Mahony Название: The General Theory of Profit Equilibrium ISBN: 0333716698 ISBN-13(EAN): 9780333716694 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: John Maynard Keynes`s seminal The General Theory of Employment, Interest and Money remains central to economic debate over sixty years after its publication. This book shows how Keynes`s masterpiece is best understood not as an attempt to tackle the immediate policy issues of this age but to extend the range of thought available to economists.
Автор: E. van Damme Название: Refinements of the Nash Equilibrium Concept ISBN: 3540126902 ISBN-13(EAN): 9783540126904 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: It was first pointed out explicitly in SELTEN [1965J that I not all Nash equilibria of an extensive form game are qualified to be selected as the solution, since an equilibrium may prescribe irrational behavior at unreached parts of the game tree.
Автор: Tryphon Kollintzas Название: The Rational Expectations Equilibrium Inventory Model ISBN: 0387969403 ISBN-13(EAN): 9780387969404 Издательство: Springer Рейтинг: Цена: 14673.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume consists of six essays that develop and/or apply "rational expectations equilibrium inventory models" to study the time series behavior of production, sales, prices, and inventories at the industry level.
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