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Introduction to Stochastic Calculus for Finance : A New Didactic Approach

Sondermann, Dieter - 2006

Useful for mathematicians interested in the methods of modern mathematical finance without prior knowledge of advanced stochastic analysis, this book contains lecture notes which start with an elementary approach to stochastic calculus due to Follmer, who showed that one can develop Ito's...

Persistent link: https://www.econbiz.de/10013520563

Stochastic Optimal Control and the U.S. Financial Debt Crisis

Stein, Jerome L. - 2012

Introduction/preface -- Failure of the Fed, IMF, academic profession to anticipate the crisis, disregarded warnings -- Failure of the Quants, mathematical finance models -- Philosophy of Stochastic optimal control approach, relation to M-V analysis; Sensitivity of optimal debt and risk to...

Persistent link: https://www.econbiz.de/10014015779

Wie funktionieren Zentralbanken? : Geld- und Währungspolitik verstehen

Herger, Nils - 2016 - 1. Aufl. 2016

können, was dürfen Zentralbanken und was nicht? In der Tat ist es nicht immer einfach nachzuvollziehen, wie eine Zentralbank … überhaupt Einfluss auf die Gesamtwirtschaft nehmen kann: Wie steuert eine Zentralbank beispielsweise die Geldmenge? Über welche … überhaupt von Vorteil, eine unabhängige Zentralbank zu haben? Welches sind die Vor- und Nachteile einer Gemeinschaftswährung …

Persistent link: https://www.econbiz.de/10014017761

Aspects of Modern Monetary and Macroeconomic Policies

Arestis, Philip (ed.); Hein, Eckhard (ed.); … - 2007

Within the New Consensus Macroeconomics, monetary policy is upgraded while fiscal policy is downgraded. This new monetary policy has been the main instrument of policy under the guise of inflation targeting, an approach pursued by a number of central banks worldwide. This book raises problems...

Persistent link: https://www.econbiz.de/10012054254

Optimal Control Theory : Applications to Management Science and Economics

Sethi, Suresh P. - 2019 - 3rd ed. 2019

This fully revised 3rd edition offers an introduction to optimal control theory and its diverse applications in management and economics. It brings to students the concept of the maximum principle in continuous and discrete time by using dynamic programming and Kuhn-Tucker theory. While some...

Persistent link: https://www.econbiz.de/10012396048

Introduction to Process Control : Analysis, Mathematical Modeling, Control and Optimization

Skormin, Victor A. - 2016

This textbook is intended for an introductory graduate level on process control, taught in most engineering curricula. It focuses on the statistical techniques and methods of control and system optimization needed for the mathematical modeling, analysis, simulation, control and optimization of...

Persistent link: https://www.econbiz.de/10012396191

Control Systems and Mathematical Methods in Economics : Essays in Honor of Vladimir M. Veliov

Feichtinger, Gustav (ed.); Kovacevic, Raimund M. (ed.); … - 2018

Since the days of Lev Pontryagin and his associates, the discipline of Optimal Control has enjoyed a tremendous upswing - not only in terms of its mathematical foundations, but also with regard to numerous fields of application, which have given rise to highly active research areas. Few...

Persistent link: https://www.econbiz.de/10012396761

The Dilemma of Regional Policy : Increasing ‘Efficiency’ or Improving ‘Equity’?

Alexiadis, Stilianos - 2018

Applying the principles of Optimal Control Theory to the problem of regional allocation of investment can be a useful tool for demonstrating how the trade-off between regional equity and overall efficiency can be overcome. This book poses the following questions: are spatial inequalities harmful...

Persistent link: https://www.econbiz.de/10012397748

Macroeconomic Analysis and Economic Policy Based on Parametric Control

Ashimov, Abdykappar A. - 2012 - 1

Elements of Parametric Control Theory of Market Economy Development -- Macroeconomic Analysis and Parametric Control of Equilibrium States in National Economic Markets -- Parametric Control of Cyclic Dynamics of Economic Systems -- Parametric Control of Economic Growth of a National Economy...

Persistent link: https://www.econbiz.de/10014552555

Optimal Control and Dynamic Games : Applications in Finance, Management Science and Economics

Deissenberg, Christophe (contributor); … - 2005

Optimal Control and Dynamic Games has been edited to honor the outstanding contributions of Professor Suresh Sethi in the fields of Applied Optimal Control. Professor Sethi is internationally one of the foremost experts in this field. He is, among others, co-author of the popular textbook...

Persistent link: https://www.econbiz.de/10014013968

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