Fr. 124.00

Advances in Mathematical Economics

English · Paperback / Softback

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Description

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A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who seek effective mathematical tools for their researchers. The editorial board of this series comprises the following prominent economists and mathematicians: Managing Editors : S. Kusuoka (Univ. Tokyo), T. Maruyama (Keio Univ.); Editors : R. Anderson (U.C. Berkeley), C. Castaing (Univ. Montpellier), F. H. Clarke (Univ. Lyon I), G. Debreu (U.C. Berkeley), E. Dierker (Univ. Vienna), D. Duffie (Stanford Univ.), L.C. Evans (U.C. Berkeley), T. Fujimoto (Okayama Univ.), J.-M. Grandmont (CREST-CNRS), N. Hirano (Yokohama National Univ.), L. Hurwicz (Univ. of Minnesota), T. Ichiishi (Ohio State Univ.), A. Ioffe (Israel Institute of Technology), S. Iwamoto (Kyushu Univ.), K. Kamiya (Univ. Tokyo), K. Kawamata (Keio Univ.), N. Kikuchi (Keio Univ.), H. Matano (Univ. Tokyo), K. Nishimura (Kyoto Univ.), M. K. Richter (Univ. Minnesota), Y. Takahashi (Kyoto Univ.), M. Valadier (Univ. Montpellier II), M. Yano (Keio Univ).

List of contents

On the fiber product of Young measures with application to a control problem with measures.- The compactness of Pr(K).- Recursive methods in probability control.- Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus.- Optimal solutions of the Monge problem.- Valuation of mortgage-backed securities based on unobservable prepayment costs.- Fixed point theorems in Hausdorff topological vector spaces and economic equilibrium theory.- Monetary equilibrium with buying and selling price spread without transactions costs.- Instructions for Authoers.

Product details

Authors Shige Kusuoka, Shigeo Kusuoka, Toru Maruyama
Assisted by Shigeo Kusuoka (Editor), Toru Maruyama (Editor)
Publisher Springer, Berlin
 
Languages English
Product format Paperback / Softback
Released 05.12.2012
 
EAN 9784431684527
ISBN 978-4-431-68452-7
No. of pages 186
Dimensions 155 mm x 11 mm x 235 mm
Weight 312 g
Illustrations V, 186 p.
Series Advances in Mathematical Economics
Advances in Mathematical Economics
Subjects Social sciences, law, business > Business > Economics

B, Economic Theory, Mathematics and Statistics, Applications of Mathematics, Finance & accounting, Management science, Economics, Mathematical, Quantitative Finance, Quantitative Economics, Economic Theory/Quantitative Economics/Mathematical Methods

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