Stochastic Methods in Economics and Finance 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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A.G. Malliaris 作者

North Holland

譯者

1988-2-15 出版日期

303 頁數

USD 72.95 價格

HRD

Advanced Textbooks in Economics 叢書系列

9780444862013 圖書編碼

Stochastic Methods in Economics and Finance 在線電子書圖書標籤: 經濟學經濟

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發表於2024-11-27

Stochastic Methods in Economics and Finance 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Stochastic Methods in Economics and Finance 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Stochastic Methods in Economics and Finance 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Stochastic Methods in Economics and Finance 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Stochastic Methods in Economics and Finance 在線電子書圖書描述

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, Itô'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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