Giorgio P. Szego – författare
Visar alla böcker från författaren Giorgio P. Szego. Handla med fri frakt och snabb leverans.
2 produkter
2 produkter
E-bok
PDF, Engelska, 2014779 kr
Läs direkt efter köp
Economic Theory, Econometrics, and Mathematical Economics: New Quantitative Techniques for Economic Analysis provides a critical appraisal of the results, the limits, and the developments of well-established quantitative techniques. This book presents a detailed analysis of the quantitative techniques for economic analysis. Organized into four parts encompassing 16 chapters, this book begins with an overview of the general questions concerning models and model making. This text then provides the main results and various interesting economic applications of some quantitative techniques that have not been widely used in the economic field. Other chapters consider the principle of optimality in dynamic programing wherein the infinite sequence of consumption-saving decisions can be reduced to one decision. This book discusses as well the methods for online control and management of large-scale systems. The final chapter deals with special problems. This book is a valuable resource for economists, social scientists, epistemologists, economic historians, and research workers.
E-bok
PDF, Engelska, 2014779 kr
Läs direkt efter köp
Portfolio Theory: With Application to Bank Asset Management provides information pertinent to the fundamental aspects of the management of bank assets and liabilities. This book presents the mean-variance approach to obtain many analytical results and a complete insight into the portfolio selection problem. Organized into 16 chapters, this book begins with an overview of the formalization of decision-making under uncertainty. This text then presents the construction and complete analysis of a Markowitz-type portfolio selection model. Other chapters consider the problems of portfolio selection in an inflationary or multicurrency environment. This book discusses as well an approximate technique for constructing a diagonal model at the cost of increasing by one the number of investments and the number of constraints. The final chapter deals with the study of the portfolio selection problem and to the analysis of the properties of the efficient set of the mean variance criterion. This book is a valuable resource for economists.