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Dynamic Programming in Economics
Dynamic Programming in Economics is an outgrowth of a course intended for students in the first year PhD program and for researchers in Macroeconomics Dynamics. It can be used by students and researchers in Mathematics as well as in Economics. The purpose of Dynamic Programming in Economics is twofold: (a) to provide a rigorous, but not too complicated, treatment of optimal growth models in infinite discrete time horizon, (b) to train the reader to the use of optimal growth models and hence to help him to go further in his research. We are convinced that there is a place for a book which stays somewhere between the "minimum tool kit" and specialized monographs leading to the frontiers of research on optimal growth.
Financial Markets in Continuous Time
This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of equilibrium theory and applies this in financial markets. The last part tackles market incompleteness and the valuation of exotic options.
Women in Television News Revisited
Women in television news have made great strides in the past twenty-five years. No longer limited to being the token pretty face on the nightly newscast, women have taken their places as working journalists in newsrooms, on the campaign trail, in war zones, and in the highest echelons of network news management. Barbara Walters and Connie Chung have even occupied the coveted network anchor's chair, if only briefly. In this book, 70 of the foremost women in television news reflect on their professional successes, the personal and professional sacrifices that often bought those successes, and the barriers that still confront women in the news business. Weaving their interviews into a compellin...
FUNDAMENTAL ECONOMICS – Volume I
Fundamental Economics in two volumes is a component of Encyclopedia of Social Sciences and Humanities in the global Encyclopedia of Life Support Systems (EOLSS), which is an integrated compendium of twenty one Encyclopedias. The Theme discusses on Fundamental Economics, Walrasian and Non-Walrasian Microeconomics, Strategic Behavior, The Economics of Bargaining, Economic Exernalities, Public Goods, Macroeconomics, Decision Making Under Uncertainty, Development Economics and many other related topics. These two volumes are aimed at the following five major target audiences: University and College Students Educators, Professional Practitioners, Research Personnel and Policy Analysts, Managers, and Decision Makers, NGOs and GOs.
It's Always Something
Fresh from the Second City troupe in Toronto, Gilda Radner created such memorable characters as Emily Litella and Roseanne Roseannadanna as a member of the original cast of Saturday Night Live. The wife of Gene Wilder, Gilda was plagued by persistent health problems and two miscarriages, and was diagnosed with ovarian cancer in 1986. Brave, funny, and painfully honest, the twentieth-anniversary edition of It's Always Something is the story of Gilda's journey while living with cancer and her determination to continue laughing. "Cancer," she said, "is about the most unfunny thing in the world." But Gilda's gutsy and unique sense of humor never left her as she describes two years of cancer treatment -- surgery, chemotherapy, and radiation treatment, as well as the high and low points of her own career. Told as only Gilda could tell it, and newly revised to include a resource guide for those living with cancer, It's Always Something is the inspiring story of a courageous, funny woman determined to enjoy life no matter the circumstances.
General Equilibrium Foundations of Finance
The purpose of this book is to give a sound economic foundation of finance. Finance is a coherent branch of applied economics that is designed to understand financial markets in order to give advice for practical financial decisions. This book argues that for a sound economic foundation of finance the famous general equilibrium model which in its modern form emphasizes the incompleteness of financial markets is well suited. The aim of the book is to demonstrate that financial markets can be meaningfully embedded into a more general system of markets including, for example, commodity markets. The interaction of these markets can be described via the well known notion of a competitive equilibr...
Handbook on Optimal Growth 1
This book provides surveys of significant results of the theory of optimal growth, as well as the techniques of dynamic optimization theory on which they are based. With the results and methods of this theory researchers can apply these versatile methods of analysis in the area of dynamic economics.
Portfolio Theory and Arbitrage: A Course in Mathematical Finance
This book develops a mathematical theory for finance, based on a simple and intuitive absence-of-arbitrage principle. This posits that it should not be possible to fund a non-trivial liability, starting with initial capital arbitrarily near zero. The principle is easy-to-test in specific models, as it is described in terms of the underlying market characteristics; it is shown to be equivalent to the existence of the so-called “Kelly” or growth-optimal portfolio, of the log-optimal portfolio, and of appropriate local martingale deflators. The resulting theory is powerful enough to treat in great generality the fundamental questions of hedging, valuation, and portfolio optimization. The bo...
Stochastic Finance
This book is an introduction to financial mathematics. The first part of the book studies a simple one-period model which serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Such models are typically incomplete: They involve intrinsic risks which cannot be hedged away completely. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. In addition to many corrections and improvements, this second edition contains several new sections, including a systematic discussion of law-invariant risk measures and of the connections between American options, superhedging, and dynamic risk measures.
