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25 Remote Warehouse Mathematics- Modeling

Advances in Mathematical Economics #6: Advances in Mathematical Economics

by

Advances in Mathematical Economics #6: Advances in Mathematical Economics Cover

 

Synopses & Reviews

Publisher Comments:

A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who seek effective mathematical tools for their researchers. The editorial board of this series comprises the following prominent economists and mathematicians: Managing Editors: S. Kusuoka (Univ. Tokyo), T. Maruyama (Keio Univ.); Editors: R. Anderson (U.C. Berkeley), C. Castaing (Univ. Montpellier), F. H. Clarke (Univ. Lyon I), G. Debreu (U.C. Berkeley), E. Dierker (Univ. Vienna), D. Duffie (Stanford Univ.), L.C. Evans (U.C. Berkeley), T. Fujimoto (Okayama Univ.), J.-M. Grandmont (CREST-CNRS), N. Hirano (Yokohama National Univ.), L. Hurwicz (Univ. of Minnesota), T. Ichiishi (Ohio State Univ.), A. Ioffe (Israel Institute of Technology), S. Iwamoto (Kyushu Univ.), K. Kamiya (Univ. Tokyo), K. Kawamata (Keio Univ.), N. Kikuchi (Keio Univ.), H. Matano (Univ. Tokyo), K. Nishimura (Kyoto Univ.), M. K. Richter (Univ. Minnesota), Y. Takahashi (Kyoto Univ.), M. Valadier (Univ. Montpellier II), M. Yano (Keio Univ).

Table of Contents

C. Castaing and P. Raynaud de Fitte: On the fiber product of Young measures with application to a control problem with measures.- D. Glycopantis and A. Muir: The Compactness of Pr(K).- S. Iwamoto: Recursive methods in probability control.- S. Kusuoka: Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus.- V.L. Levin: Optimal solutions of the Monge problem.- H. Nakagawa and T. Shouda: Valuation of mortgage-backed securities based on unobservable prepayment costs.- K. Urai and A. Yoshimachi: Fixed point theorems in Hausdorff topological vector spaces and economic equilibrium theory.- A. Yamazaki: Monetary equilibrium with buying and selling price spread without transactions costs.- Subject Index.

Product Details

ISBN:
9784431684527
Author:
Kusuoka, Shigeo
Publisher:
Springer
Subject:
Mathematics-Modeling
Subject:
Economics - Theory
Subject:
Economic theory
Subject:
Finance
Subject:
Probability
Subject:
Statistics
Subject:
Stochastic analysis
Subject:
stochastic methods
Subject:
stochastics
Subject:
Quantitative Finance
Edition Description:
the original 1st ed. 2004
Series:
Advances in Mathematical Economics
Series Volume:
6
Publication Date:
20120331
Binding:
TRADE PAPER
Language:
English
Pages:
191
Dimensions:
235 x 155 mm 311 gr

Related Subjects

Business » Accounting and Finance
History and Social Science » Economics » General
Reference » Science Reference » Technology
Science and Mathematics » Mathematics » Applied
Science and Mathematics » Mathematics » Modeling

Advances in Mathematical Economics #6: Advances in Mathematical Economics New Trade Paper
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