Cover image for Partial differential equations in economics and finance
Title:
Partial differential equations in economics and finance
Publication Information:
New York : Nova Science Publishers, c2007
Physical Description:
xi, 134 p. : ill. ; 27 cm.
ISBN:
9781600217067
Added Author:

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30000010297247 HB135 P37 2007 Open Access Book Book
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Summary

Summary

This book reviews the basic theory of partial differential equations of the first and second order and discusses their applications in economics and finance. It starts with well-known applications to consumer and producer theory, and to the theory of option pricing and then introduces new applications that emerge from current research (some of which is the author's own) in bounded rationality, game theory, and multi-dimensional screening.


Table of Contents

Preface
Partial Differential Equations
Elements of the Theory of the Stochastic Processes
Partial Differential Equation in the Consumer Theory
Partial Differential Equations in the Producer Theory
Partial Differential Equations and Pricing of the Financial
Derivatives
A Theory of Boundedly Rational Behaviour
Partial Differential Equations in Game Theory
The Multi-dimensional Screening Model
Conclusions
References