The Brownian Motion: A Rigorous But Gentle Introduction for Economists, Lцffler Andreas, Kruschwitz Lutz
Автор: Karatzas Название: Brownian Motion and Stochastic Calculus ISBN: 0387976558 ISBN-13(EAN): 9780387976556 Издательство: Springer Рейтинг: Цена: 6981.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.
Автор: Gustavo Rinaldi Название: Economics for Policy Makers: A Guide for Non-Economists ISBN: 1138388815 ISBN-13(EAN): 9781138388819 Издательство: Taylor&Francis Рейтинг: Цена: 6123.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is a primer on economics for non-economists. It enables the reader to understand economic information and data, and to make decisions. The author introduces the terms of the economic policy debate: national accounts, fiscal policy, monetary policy and currency policy. The book separately considers foreign, public and private demand of goods.
Автор: Rene L. Schilling, Lothar Partzsch Название: Brownian Motion: An Introduction to Stochastic Processes ISBN: 3110307294 ISBN-13(EAN): 9783110307290 Издательство: Walter de Gruyter Цена: 6368.00 р. Наличие на складе: Нет в наличии.
Описание: Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical finance. Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authors’ aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuous-time and continuous-state Markov processes. They also wanted to have a text which would be both a readily accessible mathematical back-up for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs. This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownian motion, starting from its elementary properties, certain distributional aspects, path properties, and leading to stochastic calculus based on Brownian motion. It also includes numerical recipes for the simulation of Brownian motion.
Автор: Schlefer Jonathan Название: The Assumptions Economists Make ISBN: 0674975405 ISBN-13(EAN): 9780674975408 Издательство: Harvard University Press Рейтинг: Цена: 4269.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Economists make confident assertions in op-ed columns and on cable news--so why are their explanations often at odds with equally confident assertions from other economists? And why are all economic predictions so rarely borne out? Harnessing his frustration with these contradictions, Jonathan Schlefer set out to investigate how economists arrive at their opinions.
"A lucid, plain-spoken account of the major economic models, which Schlefer] introduces in chronological order, creating a kind of intellectual history of macroeconomics. He explains what the models assume, what they actually demonstrate--and where they fall short." --Binyamin Applebaum, New York Times blog
"Fascinating... Schlefer's] book is a tough critique of economics, but a deeply informed and sympathetic one." --Justin Fox, Harvard Business Review blog
"This book is an impressive and informative analysis of the economics literature--and it presents some useful insights about how a more eclectic, catholic approach might allow economics to progress more convincingly into the future." --Michelle Baddeley, Times Higher Education
"The Assumptions Economists make is] a knowledgeable...broadside against neoclassical economics...Schlefer's gripes concern model-building run amok...His criticisms of these models are original and sophisticated." --Christopher Caldwell, Literary Review
Автор: Gustavo Rinaldi Название: Economics for Policy Makers: A Guide for Non-Economists ISBN: 1138388807 ISBN-13(EAN): 9781138388802 Издательство: Taylor&Francis Рейтинг: Цена: 22202.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is a primer on economics for non-economists. It enables the reader to understand economic information and data, and to make decisions. The author introduces the terms of the economic policy debate: national accounts, fiscal policy, monetary policy and currency policy. The book separately considers foreign, public and private demand of goods.
Автор: Baranzini Название: A Compendium of Italian Economists at Oxbridge ISBN: 3319322184 ISBN-13(EAN): 9783319322186 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This study examines five decades of Italian economists who studied or researched at the Universities of Oxford and Cambridge between the years 1950 and 2000. Providing a detailed list of Italian economists associated with Hicks, Harrod, Bacharach, Flemming, Mirrlees, Sen and other distinguished dons, the authors examine eleven research lines, including the Sraffa and the neo-Ricardian school, the post-Keynesian school and the Stone’s and Goodwin’s schools. Baranzini and Mirante trace the influence of the schools in terms of 1) their fundamental role in the evolution of economic thought; 2) their promotion of four key controversies (on the measurement of technical progress, on capital theory, on income distribution and on the inter-generational transmission of wealth); 3) the counter-flow of Oxbridge scholars to academia in Italy, and 4) the invigoration of a third generation of Italian economists researching or teaching at Oxbridge today.A must-read for all those interested in the way Italian and British research has shaped the study and teaching of economics.
Автор: Fuente, Angel de la. Название: Mathematical methods and models for economists ISBN: 0521585295 ISBN-13(EAN): 9780521585293 Издательство: Cambridge Academ Рейтинг: Цена: 8554.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is intended as a textbook for a first-year PhD course in mathematics for economists and as a reference for graduate students in economics. It provides a self-contained, rigorous treatment of most of the concepts and techniques required to follow the standard first-year theory sequence in micro and macroeconomics.
Название: The Ethical Formation of Economists ISBN: 1138487066 ISBN-13(EAN): 9781138487062 Издательство: Taylor&Francis Рейтинг: Цена: 18374.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Economists` role in society has always been an uneasy one, and in recent years the ethicality of the profession and its practitioners has been questioned more than ever. This collection of essays is the first to investigate the multifaceted nature of what forms economists` ethical and economic views.
1. Gary Becker and Casey Mulligan, "Is Voting Rational or Instrumental?".- 2. Joseph Bial, Daniel Houser, and Gary Libecap, "Public Choice Issues in International Collective Action: Global Warming Regulation.".- 3. John Joseph Wallis, "What Determines the Allocation of National Government Grants to the States.".- 4. William Pierce, "Why Would Bond Referenda Fail? Do They?".- 5. Russell Sobel and Bob Lawson, "The Effect of Early Media Projections on Presidential Voting in the Florida Panhandle.".- 6. Morris Coats, T. R. Dalton and Art Denzau, "Ballots, Bribes, and Brand Name Political Capital.".- 7. Edward Lopez and W. Robert Nelson, "The Endowment Effect in a Public Good Experiment.".- 8. J.R. Clark and Dwight Lee, "Too Inexpensive to Be Inexpensive: How Government Censorship Increases Costs by Disguising Them.".- 9. Roger Meiners, "Bad Economics, Good Law: The Concept of Externality.".- 10. Lowell E. Gallaway and Richard K. Vedder, "The Great Depression: A Tale of Three Paradigms".- 11. Katie Sherron and Lawrence W. Kenny, "The Effect of Inter-School District Competition on Student Achievement: The Role of Long-Standing State Policies Prohibiting the Formation of New School Districts".- 12. Bruce Benson, "Are Roads Public Goods, Club Goods, Private Goods, or Common Pools?".
Автор: Daniel B. Klein Название: What Do Economists Contribute? ISBN: 0333777603 ISBN-13(EAN): 9780333777602 Издательство: Springer Рейтинг: Цена: 5589.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The title of this book raises a provocative question that should make all economists think. Do economists have much influence on government policy, particularly over, say, five or ten years? In this splendid collection, some published as long ago as the 1930s, nine great economists consider these questions.
Автор: S. Frowen Название: Economists in Discussion ISBN: 0333772083 ISBN-13(EAN): 9780333772089 Издательство: Springer Рейтинг: Цена: 21661.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Frowen from the time Shackle took up his first post-war academic appointment until his death in 1992. The correspondence, partly personal and partly professional, reveals a vital insight into Shackle both as a man and as an outstanding economist. The centenary of Shackle`s birth in 2003 seems an appropriate time for the publication of his letters.
This book, edited by Cheng Enfu, is one of the results of the discipline construction and theoretical research of the Marxist Theory implemented by the Chinese Academy of Social Sciences (CASS), and is one from the book series The Discipline Construction and Theoretical Research of the Marxist Theory. This book mainly contains the representative and high-level articles on Marxist economics published nationwide in 2013, which are the representative, cutting-edge and authoritative results of current theoretical research in China on Marxism.
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