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Stochastic Methods in Economics and Finance: Volume 17 by A.G. Malliaris, W.A. Brock (Hardcover, 1981)

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Theory and application of a variety of mathematical techniques in economics are presented in this volume. Topics discussed include: martingale methods, stochastic processes, optimal stopping, the modeling of uncertainty using a Wiener process, Itoc;'s Lemma as a tool of stochastic calculus, and basic facts about stochastic differential equations. The notion of stochastic ability and the methods of stochastic control are discussed, and their use in economic theory and finance is illustrated with numerous applications. The applications covered include: futures, pricing, job search, stochastic capital theory, stochastic economic growth, the rational expectations hypothesis, a stochastic macroeconomic model, competitive firm under price uncertainty, the Black-Scholes option pricing theory, optimum consumption and portfolio rules, demand for index bonds, term structure of interest rates, the market risk adjustment in project valuation, demand for cash balances and an asset pricing model.

Product Identifiers

Publisher
Elsevier Science & Technology
ISBN-13
9780444862013
eBay Product ID (ePID)
94627294

Product Key Features

Author
A.G. Malliaris, w.A. Brock
Publication Name
Stochastic Methods in Economics and Finance: Volume 17
Format
Hardcover
Language
English
Subject
Economics, Accounting
Publication Year
1981
Type
Textbook
Number of Pages
303 Pages

Dimensions

Item Weight
640g

Additional Product Features

Title_Author
w.A. Brock, A.G. Malliaris
Series Title
Advanced Textbooks in Economics
Country/Region of Manufacture
United States

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Picture 1 of 1

Stochastic Methods in Economics and Finance: Volume 17 by A.G. Malliaris, W.A. Brock (Hardcover, 1981)

About this product

Product Information

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

Best Selling in Adult Learning & University

Permaculture: A Designer's Manual by Bill Mollison (Hardcover, 1988)

Australian Native Bee Book: Keeping Stingless Bee Hives for Pets, Pollination and Sugarbag Honey by Tim Heard (Paperback, 2015)

The Weed Forager's Handbook: A Guide to Edible and Medicinal Weeds in Australia by Adam Grubb, Annie Raser-Rowland (2012, Paperback)

Empire of the Summer Moon: Quanah Parker and the Rise and Fall of the Comanches, the Most Powerful Indian Tribe in American History by S.C. Gwynne (Paperback, 2011)

Botanical Field Guide by Stefan Mager (Fold-out book or chart, 2021)

Linux Basics For Hackers: Getting Started with Networking, Scripting, and Security in Kali by OccupyTheWeb (Paperback, 2018)

The Hundred Years' War on Palestine: A History of Settler Colonial Conquest and Resistance by Rashid I. Khalidi (Paperback, 2020)

Save on Adult Learning & University

The Australian Native Bee Hive Book: Keeping Stingless Sugarbag OATH Tim Heard

Weed Forager's Handbook: A Guide to Edible and Medicinal Weeds in Australia by A

Netter Atlas of Human Anatomy: Classic Regional Approach

The Red Book: Liber Novus by Carl Gustav Jung (English) Hardcover Book

The Indoctrinated Brain: How to Successfully Fend Off the Global Attack on Your

Classical Mechanics: The Theoretical Minimum by George Hrabovsky

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