𝔖 Scriptorium
✦   LIBER   ✦

πŸ“

General Equilibrium Option Pricing Method. Theoretical and Empirical Study

✍ Scribed by Jian Chen


Publisher
Springer
Year
2018
Tongue
English
Leaves
159
Category
Library

⬇  Acquire This Volume

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Game-Theoretic Methods in General Equili
✍ Jean-FranΓ§ois Mertens (auth.), Jean-FranΓ§ois Mertens, Sylvain Sorin (eds.) πŸ“‚ Library πŸ“… 1994 πŸ› Springer Netherlands 🌐 English

<p>JEAN-FRANQOIS MERTENS This book presents a systematic exposition of the use of game theoretic methods in general equilibrium analysis. Clearly the first such use was by Arrow and Debreu, with the "birth" of general equiΒ­ librium theory itself, in using Nash's existence theorem (or a generalizatio

General Equilibrium with Price-Making Fi
✍ Dr. Thomas Marschak, Dr. Reinhard Selten (auth.) πŸ“‚ Library πŸ“… 1974 πŸ› Springer-Verlag Berlin Heidelberg 🌐 English

<p>Motivation. That elegant fiction the competitive equilibrium seems still to dominate the frontiers of theoretical microeconomics. We may think of it in a general way as a state of affairs wherein economic agents, responding "rationally" to annoWlced prices, make choices which are consistent and f

General Equilibrium Analysis: Existence
✍ Monique Florenzano (auth.) πŸ“‚ Library πŸ“… 2003 πŸ› Springer US 🌐 English

<p><P><STRONG>General Equilibrium Analysis</STRONG> is a systematic exposition of the Walrasian model of economic equilibrium with a finite number of agents, as formalized by Arrow, Debreu and McKenzie at the beginning of the fifties and since then extensively used, worked and studied. Existence and

Dynamic General Equilibrium Modelling: C
✍ Burkhard Heer, Alfred Maußner πŸ“‚ Library πŸ“… 2005 πŸ› Springer 🌐 English

If you want to learn how to solve the dynamic macroeconomic models from a theoretical and practical perspectives, you should buy this book. But what I like the most it's the extended development in each model, contrary to other macroeconomic books, you can find in this one, a very detailed explanati

Dynamic General Equilibrium Modelling: C
✍ Burkhard Heer Alfred Maußner πŸ“‚ Library πŸ“… 2005 πŸ› Springer 🌐 English

Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. Many mathematical tools are needed to solve these models. The book presents various methods for computing the dynamics of general equilibrium models. In part I, the representative-agent stochastic grow