Cover -- Half-title -- Title -- Copyright -- Contents -- Foreword -- Preface -- Bibliography -- Part One Equilibrium and Arbitrage -- 1 Equilibrium in Security Markets -- 1.1 Introduction -- 1.2 Security Markets -- 1.3 Agents -- 1.4 Consumption and Portfolio Choice -- 1.5 First-Order Conditions...

Intro -- Contents -- Preface -- 1 Introduction -- 2 Linear Equations and Computer Basics -- 3 Nonlinear Equations and Complementarity Problems -- 4 Finite-Dimensional Optimization -- 5 Numerical Integration and Differentiation -- 6 Function Approximation -- 7 Discrete Time, Discrete State...