Items related to Stochastic Methods in Economics and Finance (Volume...
Stochastic Methods in Economics and Finance (Volume 17) (Advanced Textbooks in Economics, Volume 17) - Hardcover
Synopsis
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, Itô'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.
"synopsis" may belong to another edition of this title.
Review
R. Kihlstrom
This book will almost certainly become a basic reference for academic researchers in finance. It will also find wide use as a textbook for Ph.D. students in finance and economics.
Mathematical Reviews
"About this title" may belong to another edition of this title.
- PublisherNorth Holland
- Publication date1988
- ISBN 10 0444862013
- ISBN 13 9780444862013
- BindingHardcover
- LanguageEnglish
- Number of pages303
Search results for Stochastic Methods in Economics and Finance (Volume...
Stock Image
Stochastic Methods in Economics and Finance (Volume 17) (Advanced Textbooks in Economics, Volume 17)
Seller: SecondSale, Montgomery, IL, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Seller Inventory # 00072221493
Quantity: 1 available
Stock Image
Stochastic Methods in Economics and Finance: Volume 17
Seller: ThriftBooks-Dallas, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 0.2. Seller Inventory # G0444862013I3N00
Quantity: 1 available
Stock Image
Stochastic Methods in Economics and Finance
Published by
Elsevier Science & Technology, 1981
ISBN 10: 0444862013
ISBN 13: 9780444862013
Used
Hardcover
Seller: Better World Books, Mishawaka, IN, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages. Seller Inventory # 5273084-75
Quantity: 1 available
Stock Image
Stochastic Methods in Economics and Finance (Volume 17) (Advanced Textbooks in Economics, Volume 17)
Seller: Open Books, Chicago, IL, U.S.A.
Seller rating 5 out of 5 stars
hardcover. Condition: Very Good. Inscription written in front of book. Open Books is a nonprofit social venture that provides literacy experiences for thousands of readers each year through inspiring programs and creative capitalization of books. Seller Inventory # mon0000793541
Quantity: 1 available
Stock Image
Stochastic Methods in Economics and Finance (Volume 17) (Advanced Textbooks in Economics, Volume 17)
Seller: MyLibraryMarket, Waynesville, OH, U.S.A.
Seller rating 5 out of 5 stars
hardcover. Condition: Very Good. ***Please Read*** NAME INSIDE COVER - No marks on text - My shelf location 59-D-39*. Seller Inventory # 250308026
Quantity: 1 available
Seller Image
Stochastic Methods in Economics and Finance (Handbooks in Economics)
Published by
Elsevier Science & Technology, 1982
ISBN 10: 0444862013
ISBN 13: 9780444862013
Used
Hardcover
Seller: NEPO UG, Rüsselsheim am Main, Germany
Seller rating 5 out of 5 stars
Condition: Gut. 303 Seiten Exemplar aus einer wissenchaftlichen Bibliothek Sprache: Englisch Gewicht in Gramm: 969 22,8 x 15,2 x 2,0 cm, Gebundene Ausgabe. Seller Inventory # 382755
Quantity: 1 available
Stock Image
Stochastic Methods in Economics and Finance (Volume 17) (Advanced Textbooks in Economics, Volume 17)
Seller: Griffin Books, Stamford, CT, U.S.A.
Seller rating 5 out of 5 stars
hardcover. Condition: Good. Ownership ink to flyleaf and found underlining on one page. Please email for photos. Larger books or sets may require additional shipping charges. Books sent via US Postal. Seller Inventory # 121560
Quantity: 1 available
Stock Image
Stochastic Methods in Economics and Finance
Published by
Elsevier Science & Technology, 1982
ISBN 10: 0444862013
ISBN 13: 9780444862013
Used
Hardcover
Seller: p015, Rotterdam, Netherlands
Seller rating 5 out of 5 stars
Hardcover. Condition: Fair. Titel: Stochastic Methods in Economics and Finance. Jaar van uitgave: 1982. Taal: Engels. Boek zeer goed echter met wat vergeelde pagina's. Lichte gebruik-/opslagsporen. Seller Inventory # 88967
Quantity: 1 available
Seller Image
Stochastic Methods in Economics and Finance
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 1209748-n
Quantity: Over 20 available
Seller Image
Stochastic Methods in Economics and Finance (Handbooks in Economics)
Published by
Elsevier Science & Technology 01.12.1981., 1981
ISBN 10: 0444862013
ISBN 13: 9780444862013
Used
Hardcover
Seller: NEPO UG, Rüsselsheim am Main, Germany
Seller rating 5 out of 5 stars
Condition: Gut. Auflage: 1979. 2e Tirage. 303 Seiten ex Library Book / aus einer wissenschafltichen Bibliothek / Sprache: Englisch Gewicht in Gramm: 969 22,8 x 15,2 x 2,0 cm, Gebundene Ausgabe. Seller Inventory # 365233
Quantity: 2 available