Differential information economies

One of the main problems in current economic theory is to write contracts which are Pareto optimal, incentive compatible, and also implementable as a perfect Bayesian equilibrium of a dynamic, noncooperative game. The question arises whether it is possible to provide Walrasian type or cooperative ...

Interest risk modeling

the fixed income valuation course

The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually every well-known IRR model used for pricing and risk analysis ...

Stochastic calculus for finance I

the binomial asset pricing model

This book evolved from the first ten years of the Carnegie Mellon professional Master#s program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements ...

Real optins valuations

the importance of interest rate modeling in theory and practice

This book analyzes real options valuation for non-constant versus constant interest rates using simulation and historical backtesting. Several real options are investigated and combined with various pricing tools and stochastic term structure models. Interest rates for real options valuation are simulated by using stochastic term ...

Valoración de las operaciones financieras

El presente libro pretende servir de manual de texto teórico-práctico de la asignatura Operaciones Financieras, tanto para los alumnos de la Diplomatura en Ciencias Empresariales como para los de la Licenciatura en Administración y Dirección de Empresas. El tratamiento que se les da a los ...

Matemáticas financieras

Esta nueva edición desarrolla los programas académicos de Matemáticas financieras e Ingeniería económica, en once capítulos que han sido reestructurados y actualizados pensando en la dinámica que debe tener todo currículo. Se han ampliado los siguientes capítulos: - Principio de la equivalencia financiera: incluye el tema ...

A mathematician plays the market

Could a maths expert outwit the stock market and make millions? John Allen Paulos, one of the world#s most renowned mathematicians, decided there was only one way to find out: to take a gamble on the investment game himself. But he soon discovered that ...

Matemáticas empresariales

enfoque teórico-práctico.T. I-Vol. 2: Cálculo diferencial

Matemáticas para la economía

álgebra lineal y cálculo diferencial: libro de ejercicios

Algebra lineal

una introducción moderna

Aprender matemáticas con el ordenador

Matemática discreta y sus aplicaciones

2000 problemas resueltos de matemática discreta

Álgebra

Problemas y cuestiones de matemáticas para el análisis económico

Matemáticas para la economía y empresa

.Vol.1: Álgebra lineal: ejercicios y problemas resueltos

Matemáticas para la economía y empresa

.Vol.2: Cálculo diferencial: ejercicios y problemas resueltos

Mathematics for economics and business

an interactive introduction

This text offers an ideal approach for economics and business students seeking to understand the mathematics relevant to them. Each chapter demonstrates basic mathematical techniques, while also explaining the economic analysis and business context where each is used. Although the book is complete in itself ...

Cálculo

basado en Outline of Differential and Integral Calculus

Mathematical methods in economics and social choice

In recent years, the usual optimization techniques, which have proved so useful in microeconomic theory, have been extended to incorporate more powerful topological and differential methods, and these methods have led to new results on the qualitative behavior of general economic and political systems. These ...