Theory 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, It�'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 ...
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Theory 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, It�'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.
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Add this copy of Stochastic Methods in Economics and Finance to cart. $73.87, new condition, Sold by Ria Christie Books rated 5.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 1988 by North-Holland.
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Fine. Sewn binding. Cloth over boards. 303 p. Contains: Unspecified. Advanced Textbooks in Economics, 17. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Stochastic Methods in Economics and Finance: Volume 17 to cart. $75.82, new condition, Sold by GreatBookPricesUK5 rated 4.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 1988 by North-Holland.
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New. Sewn binding. Cloth over boards. 303 p. Contains: Unspecified. Advanced Textbooks in Economics, 17. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
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Add this copy of Stochastic Methods in Economics and Finance (Volume 17) to cart. $58.61, good condition, Sold by Griffin Books rated 5.0 out of 5 stars, ships from Stamford, CT, UNITED STATES, published 1988 by North Holland.
Add this copy of Stochastic Methods in Economics and Finance: Volume 17 to cart. $143.60, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 1988 by North-Holland.
