Essays On Stochastic Growth Theory

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Essays On Stochastic Growth Theory

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Author : Paul Antony Richardson
language : en
Publisher:
Release Date : 1983

Essays On Stochastic Growth Theory written by Paul Antony Richardson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with Economic development categories.

Growth Theory Nonlinear Dynamics And Economic Modelling

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Author : William A. Brock
language : en
Publisher: Edward Elgar Publishing
Release Date : 2001-01-01

Growth Theory Nonlinear Dynamics And Economic Modelling written by William A. Brock and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-01-01 with Business & Economics categories.

'Buz Brock's contribution to economic theory in general and economic dynamics in particular are characterized by an unmatched richness of ideas and by deep theoretical, empirical as well as computational analysis. Brock's contribution to economic dynamics range from one extreme of the field, global stability of stochastic optimal growth models, to another extreme, market instability and nonlinearity in economic and financial modelling and data analysis. But his work also includes environmental and economic policy issues and, more recently, the modelling of markets as complex adaptive systems. This collection of essays reflects Brock's richness of ideas that have motivated economists for more than three decades already and will continue to influence many economists for the next decades to come.' - Cars H. Hommes, University of Amsterdam, The Netherlands 'Buz Brock has been, from the beginning of his career, one of the most original thinkers in dynamic economics. His early work showed that growth with random elements could be studied effectively and above all posed exactly the right questions. His more recent work has brought complexity theory to the fore and shown its implications for financial and other markets. In the process, he has both introduced and used econometric tools to show the relevance of his work to empirically observed phenomena. It is very useful to have his work in collected form.' - Kenneth J. Arrow, Stanford University, US This outstanding collection of William Brock's essays illustrates the power of dynamic modelling to shed light on the forces for stability and instability in economic systems. The articles selected reflect his best work and are indicative both of the type of policy problem that he finds challenging and the complex methodology that he uses to solve them. Also included is an introduction by Brock to his own work, which helps tie together the main aspects of his research to date.

Essays In Economic Theory Growth And Labour Markets

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Author : George Bitros
language : en
Publisher: Edward Elgar Publishing
Release Date : 2002-01-01

Essays In Economic Theory Growth And Labour Markets written by George Bitros and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-01-01 with Business & Economics categories.

The distinguished contributors in this volume provide a variety of essays, which are written in honor of Emmanuel Drandakis. These essays fall into four uniform areas of economics: economic growth, general equilibrium, labor economics and game theory and applications. The editors focus on a select set of issues that stand high on the agenda of academic research. They provide fresh insights and approaches to the analysis of these issues, and thus open up wider avenues for our understanding of the dilemmas posed for theory and policy. Readers are offered new empirical evidence on such thorny social problems as, for example, unemployment, the intergenerational transmission of human capital and the response of wages to price and endowment changes.

General Equilibrium Growth And Trade

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Author : Jerry R. Green
language : en
Publisher: Academic Press
Release Date : 2014-05-10

General Equilibrium Growth And Trade written by Jerry R. Green and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Business & Economics categories.

General Equilibrium, Growth, and Trade: Essays in Honor of Lionel McKenzie provides information pertinent to the three main areas of Professor McKenzie's scientific research, namely, international trade, economic growth, and general equilibrium theory. This book highlights the main aspects of McKenzie's work. Organized into three parts encompassing 21 chapters, this book begins with an overview of the regularizing effects of aggregation over nonregular microrelations. This text then examines the theory of a multiperiod monopolist incurring nonseparable labor adjustment costs, which is developed when investment is irreversible. Other chapters consider the behavior of a price-maker in a competitive market as a preliminary step to a more complete analysis of pure competition. This book discusses as well the effects of uncertainty on optimal decisions, which constitutes an increasingly essential area of economic research. The final chapter deals with the general equilibrium macroeconomic model. This book is a valuable resource for economists and economic theorists.

Two Essays In Stochastic Capital Theory

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Author : Karl Voltaire
language : en
Publisher:
Release Date : 1983

Two Essays In Stochastic Capital Theory written by Karl Voltaire and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with Economics categories.

Essays On Stochastic Growth Retail Gasoline Pricing And Corporate Social Responsability

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Author : Robert FEICHT
language : en
Publisher:
Release Date : 2013

Essays On Stochastic Growth Retail Gasoline Pricing And Corporate Social Responsability written by Robert FEICHT and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with categories.

Stochastic Analysis And Applications To Finance

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Author : Tusheng Zhang
language : en
Publisher: World Scientific
Release Date : 2012

Stochastic Analysis And Applications To Finance written by Tusheng Zhang and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Business & Economics categories.

This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this exciting and fast growing area. The covered topics range from Markov processes, backward stochastic differential equations, stochastic partial differential equations, stochastic control, potential theory, functional inequalities, optimal stopping, portfolio selection, to risk measure and risk theory. It will be a very useful book for young researchers who want to learn about the research directions in the area, as well as experienced researchers who want to know about the latest developments in the area of stochastic analysis and mathematical finance. Sample Chapter(s). Editorial Foreword (58 KB). Chapter 1: Non-Linear Evolution Equations Driven by Rough Paths (399 KB). Contents: Non-Linear Evolution Equations Driven by Rough Paths (Thomas Cass, Zhongmin Qian and Jan Tudor); Optimal Stopping Times with Different Information Levels and with Time Uncertainty (Arijit Chakrabarty and Xin Guo); Finite Horizon Optimal Investment and Consumption with CARA Utility and Proportional Transaction Costs (Yingshan Chen, Min Dai and Kun Zhao); MUniform Integrability of Exponential Martingales and Spectral Bounds of Non-Local Feynman-Kac Semigroups (Zhen-Qing Chen); Continuous-Time Mean-Variance Portfolio Selection with Finite Transactions (Xiangyu Cui, Jianjun Gao and Duan Li); Quantifying Model Uncertainties in the Space of Probability Measures (J Duan, T Gao and G He); A PDE Approach to Multivariate Risk Theory (Robert J Elliott, Tak Kuen Siu and Hailiang Yang); Stochastic Analysis on Loop Groups (Shizan Fang); Existence and Stability of Measure Solutions for BSDE with Generators of Quadratic Growth (Alexander Fromm, Peter Imkeller and Jianing Zhang); Convex Capital Requirements for Large Portfolios (Hans FAllmer and Thomas Knispel); The Mixed Equilibrium of Insider Trading in the Market with Rational Expected Price (Fuzhou Gong and Hong Liu); Some Results on Backward Stochastic Differential Equations Driven by Fractional Brownian Motions (Yaozhong Hu, Daniel Ocone and Jian Song); Potential Theory of Subordinate Brownian Motions Revisited (Panki Kim, Renming Song and Zoran Vondraiek); Research on Social Causes of the Financial Crisis (Steven Kou); Wick Formulas and Inequalities for the Quaternion Gaussian and -Permanental Variables (Wenbo V Li and Ang Wei); Further Study on Web Markov Skeleton Processes (Yuting Liu, Zhi-Ming Ma and Chuan Zhou); MLE of Parameters in the Drifted Brownian Motion and Its Error (Lemee Nakamura and Weian Zheng); Optimal Partial Information Control of SPDEs with Delay and Time-Advanced Backward SPDEs (Bernt yksendal, Agn s Sulem and Tusheng Zhang); Simulation of Diversified Portfolios in Continuous Financial Markets (Eckhard Platen and Renata Rendek); Coupling and Applications (Feng-Yu Wang); SDEs and a Generalised Burgers Equation (Jiang-Lun Wu and Wei Yang); Mean-Variance Hedging in the Discontinuous Case (Jianming Xia). Readership: Graduates and researchers in stochatic analysis and mathematical finance.

Two Essays On Stochastic Income Theory

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Author : C. Y. Cyrus Chu
language : en
Publisher:
Release Date : 1985

Two Essays On Stochastic Income Theory written by C. Y. Cyrus Chu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with Economic development categories.

future generations is a factor that should be considered in an optimal insurance tax structure.

Dynamic Probabilistic Models And Social Structure

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Author : Guillermo L. Gómez M.
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Dynamic Probabilistic Models And Social Structure written by Guillermo L. Gómez M. and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.

Mathematical models have been very successful in the study of the physical world. Galilei and Newton introduced point particles moving without friction under the action of simple forces as the basis for the description of concrete motions like the ones of the planets. This approach was sustained by appro priate mathematical methods, namely infinitesimal calculus, which was being developed at that time. In this way classical analytical mechanics was able to establish some general results, gaining insight through explicit solution of some simple cases and developing various methods of approximation for handling more complicated ones. Special relativity theory can be seen as an extension of this kind of modelling. In the study of electromagnetic phenomena and in general relativity another mathematical model is used, in which the concept of classical field plays the fundamental role. The equations of motion here are partial differential equations, and the methods of study used involve further developments of classical analysis. These models are deterministic in nature. However it was realized already in the second half of last century, through the work of Maxwell, Boltzmann, Gibbs and others, that in the discussion of systems involving a great number of particles, the deterministic description is not by itself of great help, in particu lar a suitable "weighting" of all possible initial conditions should be considered.

Essays On Dynamic Economics

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Author : Yuzhe Zhang
language : en
Publisher:
Release Date : 2006

Essays On Dynamic Economics written by Yuzhe Zhang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with categories.