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Optimization in Economics and Finance

Some Advances in Non-Linear, Dynamic, Multi-Criteria and Stochastic Models

Paperback Engels 2011 9781441937148
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Samenvatting

Some recent developments in the mathematics of optimization, including the concepts of invexity and quasimax, have not yet been applied to models of economic growth, and to finance and investment. Their applications to these areas are shown in this book.

Specificaties

ISBN13:9781441937148
Taal:Engels
Bindwijze:paperback
Aantal pagina's:161
Uitgever:Springer US
Hoofdrubriek:Economie, Economie

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Inhoudsopgave

: Optimal Models for Economics and Finance.- Mathematics of Optimal Control.- Computing Optimal Control : The SCOM package.- Computing Optimal Growth and Development Models.- Modelling Financial Investment with Growth.- Modelling Sustainable Development.- Modelling and Computing a Stochastic Growth Model.- Optimization in Welfare Economics.- Transversality Conditions for Infinite Horizon.- Conclusions.

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€ 120,99
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          Optimization in Economics and Finance