Partial Differential Equations in Economics and Finance

Partial Differential Equations in Economics and Finance
Author :
Publisher : Nova Publishers
Total Pages : 150
Release :
ISBN-10 : 1600217060
ISBN-13 : 9781600217067
Rating : 4/5 (067 Downloads)

Book Synopsis Partial Differential Equations in Economics and Finance by : Suren Basov

Download or read book Partial Differential Equations in Economics and Finance written by Suren Basov and published by Nova Publishers. This book was released on 2007 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Partial Differential Equations in Economics and Finance Related Books

Partial Differential Equations in Economics and Finance
Language: en
Pages: 150
Authors: Suren Basov
Categories: Business & Economics
Type: BOOK - Published: 2007 - Publisher: Nova Publishers

GET EBOOK

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
Numerical Partial Differential Equations in Finance Explained
Language: en
Pages: 134
Authors: Karel in 't Hout
Categories: Business & Economics
Type: BOOK - Published: 2017-09-02 - Publisher: Springer

GET EBOOK

This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). It p
Stochastic Calculus and Differential Equations for Physics and Finance
Language: en
Pages: 219
Authors: Joseph L. McCauley
Categories: Business & Economics
Type: BOOK - Published: 2013-02-21 - Publisher: Cambridge University Press

GET EBOOK

Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes.
The Economics of Continuous-Time Finance
Language: en
Pages: 641
Authors: Bernard Dumas
Categories: Business & Economics
Type: BOOK - Published: 2017-10-27 - Publisher: MIT Press

GET EBOOK

An introduction to economic applications of the theory of continuous-time finance that strikes a balance between mathematical rigor and economic interpretation
Finite Difference Methods in Financial Engineering
Language: en
Pages: 452
Authors: Daniel J. Duffy
Categories: Business & Economics
Type: BOOK - Published: 2013-10-28 - Publisher: John Wiley & Sons

GET EBOOK

The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the