e

historia de un número

Eli Maor muestra en esta obra cómo e despertó la curiosidad de las mentes más prespicaces, al plantearles retos como el de la cuadratura de ciertas superficies, y cómo se ganó un lugar de privilegio en el cálculo diferencial e integral, entre otras cosas por ...

MATLAB con aplicaciones a la ingeniería, física y finanzas

MATLAB se ha convertido en el ambiente preferido para estudiantes, profesores e investigadores de las áreas de ciencias, ingeniería y finanzas. MATLAB es un sistema interactivo único que integra cómputo numérico, matemáticas simbólicas y visualización gráfica en 2 y 3 dimensiones. Aunado a esto, MATLAB ...

Introducción a la teoría de la probabilidad

segundo curso

El volumen que el lector tiene en sus manos integra todo el material que forma parte del programa de un segundo curso de probabilidad que se ofrece en varias universidades. Al igual que en el Primer curso de esta obra, se pretende aquí presentar una ...

Dynammic general equilibrium modelling

computational methods and applications

Frontiers in applied general equilibrium modeling

in honor of Herbert Scarf

Test de matemáticas para la empresa

Asset pricing in discrete time

a complete market approach

This book covers the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework. It relies heavily on the existence, in a complete market, of a pricing kernel. It is primarily aimed at advanced Masters and PhD students in finance. Topics covered ...

An introduction to Markov Processes

This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including students from engineering, economics, physics, and biology. Topics covered are: Doeblin's ...

The mathematics of arbitrage

This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of 'no arbitrage'. The first part presents a relatively elementary introduction, restricting itself to the case of finite probability spaces. The second part ...

Foundations of dynamic economic analysis

optimal control theory and applications

Foundations of Dynamic Economic Analysis presents a modern and thorough exposition of the fundamental mathematical formalism used to study optimal control theory, i.e., continuous time dynamic economic processes, and to interpret dynamic economic behavior. The style of presentation, with its continual emphasis on the ...

The economics of financial markets

The Economics of Financial Markets presents a concise overview of capital markets, suitable for advanced undergraduates and for beginning graduate students in financial economics. Following a brief overview of financial markets - their microstructure and the randomness of stock market prices - this textbook explores how the ...

New tools of economic dynamics

New Tools of Economic Dynamics gives an introduction and overview of recently developed methods and tools, most of them developed outside economics, to deal with the qualitative analysis of economic dynamics. It reports the results of a three-year research project by a European and Latin ...

Nonlinear dynamics and heterogeneous interacting agents

Economic application of nonlinear dynamics, microscopic agent-based modelling, and the use of artificial intelligence techniques as learning devices of boundedly rational actors are among the most exciting interdisciplinary ventures of economic theory over the past decade. This volume provides us with a most fascinating series ...

Dynamical sistems

examples of complex behaviour

This book presents a survey of the field of dynamical systems and its significance for research in complex systems and other fields, based on a careful analysis of specific important examples. It also explains the fundamental underlying mathematical concepts, with a particular focus on invariants ...

Economic growth, material flows and the environment

new applications of structural decomposition analysis and physical input-output tables

Rutger Hoekstra examines the complex relationship between the monetary economy and the materials flows that are extracted and emitted by economic activities. These physical flows are responsible for many important environmental problems such as unsustainable resource depletion, waste production and climate change. This book discusses ...

Risk and asset alloction

This encyclopedic, detailed exposition spans all the steps of one- period allocation from the foundations to the most advanced developments. Multivariate estimation methods are analyzed in depth, including non- parametric, maximum-likelihood under non-normal hypotheses, shrinkage, robust, and very general Bayesian techniques. Evaluation methods such as ...

Measuring market risk

Fully revised and restructured, Measuring Market Risk, Second Edition includes a new chapter on options risk management, as well as substantial new information on parametric risk, non-parametric measurements and liquidity risks, more practical information to help with specific calculations, and new examples including Q&A ...

Real analysis

measure theory, integration, & Hilbert spaces

Real Analysis is the third volume in the Princeton Lectures in Analysis, a series of four textbooks that aim to present, in an integrated manner, the core areas of analysis. Here the focus is on the development of measure and integration theory, differentiation and integration ...

Actuarial theory for dependent risks

measures, orders and models

The increasing complexity of insurance and reinsurance products has seen a growing interest amongst actuaries in the modelling of dependent risks. For efficient risk management, actuaries need to be able to answer fundamental questions such as: Is the correlation structure dangerous? And, if yes, to ...

Models in cooperative Game Theory

crisp, fuzzy, and multi-choice games

This book investigates models in cooperative game theory in which the players have the possibility to cooperate partially. In a crisp game the agents are either fully involved or not involved at all in coperation with some other agents, while in a fuzzy game players ...