Financial market risk

measurement and analysis

This title uses advanced signal processing technology to measure and analyse risk phenomena of the financial markets. It explains how to scientifically measure, analyse and manage non-stationarity and long- term time dependence (long memory) of financial market returns. It studies, in particular, financial crises in ...

Income, wealth, and the maximum principle

This compact and original exposition of optimal control theory and applications is designed for graduate and advanced undergraduate students in economics. It presents a new elementary yet rigorous proof of the maximum principle and a new way of applying the principle that will enable students ...

Analysis of panel data

Solutions manual and supplementary materials for econometric analysis of cross section and panel data

Fixed point theory

This monograph gives a carefully worked out account of the most basic principles and applications of the theory of fixed points. Until now, a treatment of many of the discussed topics has been unavailable in book form. The presentation is self-contained and is accessible to ...

General equilibrium analysis

existence and optimality properties of equilibra

General Equilibrium Analysis is a systematic exposition of the Walrasian model of economic equilibrium with a finite number of agents, as formalized by Arrow, Debreu and McKenzie at the beginning of the fifties and since then extensively used, worked and studied. Existence and optimality of ...

Matemágicas

A través de jeroglíficos, ejercicios de adivinación o transmisión del pensamiento y otras propuestas esotéricas, el autor expone los elementos fundamentales de las matemáticas; también añade reflexiones curiosas mediante cuentos filosóficos y textos literarios o teatrales. Todo ello para disfrutar tranquilamente de la magia de ...

Introduction to Monte-Carlo Methods for transport and diffusion

Methods for transport and diffusion equations

Monte-Carlo methods is the generic term given to numerical methods that use sampling of random numbers. This text is aimed at graduate students in mathematics, physics, engineering, economics, finance and the biosciences who are interested in using Monte-Carlo methods for the resolution of partial differential ...

Time-discrete systems analysis, contrallability and optimisation of time-discrete systems and dynamical games

Focuses on the analysis, optimization and controllability of time- discrete dynamical systems and games under the aspect of stability, controllability and (for games) cooperative and non-cooperative treatment. The investigation of stability is based on Lyapunov's method which is generalized to non-autonomous systems. Optimization and ...

Games for business and economics

An easy-to-read, and enjoyable introduction to game theory! This clearly written book shows readers how to set up and solve games, particularly those in economics and business, using game theory. Gardener's innovative approach helps readers develop strong modeling skills by using proven applications and ...

Economic theory and global warming

In this book, Professor Uzawa modifies and extends the theoretical premises of orthodox economic theory to those broad enough to be capable of analyzing the phenomena related to environmental disequilibrium, particularly global warming, and of finding institutional arrangements and policy measures that may bring about ...

Asymmetric information in financial markets

introduction and applications

Asymmetric information (the fact that borrowers have better information than their lenders) and its theoretical and practical evidence now forms part of the basic tool kit of every financial economist. It is a phenomenon that has major implications for a number of economic and financial ...

Computationals models in political economy

Researchers are increasingly turning to computational methods to study the dynamic properties of political and economic systems. Politicians, citizens, interest groups, and organizations interact in dynamic, complex environments, and the static models that are predominant in political economy are limited in capturing fundamental features of ...

A companion to theoretical econometrics

Essentials of business research methods

Stochastic calculus and financial applications

The course begins with simple random walk and the analysis of gambling games. This material is used to motivate the theory of martingales, and, after reaching a decent level of confidence with discrete processes, the course takes up the more demanding development of continuous time ...

Computer-aided introduction to econometrics

Advances in economics and econometrics

Business research

a practical guide for undergraduate and postgraduate students

Diseño de encuestas de opinión

En los últimos años se ha ido acrecentando la utilización de las encuestas de opinión aplicadas sobre diversas cuestiones de actualidad que gozan de una amplia difusión de sus resultados en los diferentes medios. Sin embargo, en ocasiones, estas encuestas plantean más preguntas sobre el ...