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:
Available:*
Library | Item Barcode | Call Number | Material Type | Item Category 1 | Status |
---|---|---|---|---|---|
Searching... | 30000010297247 | HB135 P37 2007 | Open Access Book | Book | Searching... |
On Order
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 |