Optimization in Economics and Finance

Optimization in Economics and Finance

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Some recent developments in the mathematics of optimization, including the concepts of invexity and quasimax, have not yet been applied to models of economic growth, and to finance and investment. Their applications to these areas are shown in this book.MISER 3.2, an Optimal Control Software, Dept. of Mathematics and Statistics, University of Western Australia, Perth. Judd ... Numerical Methods in Economics, MIT Press, Cambridge. ... Methods of Mathematical Finance, Springer, New York. ... Stochastic Control for Economic Models, McGraw Hill Book Company, New York.

Title:Optimization in Economics and Finance
Author:Bruce D. Craven, Sardar M. N. Islam
Publisher:Springer Science & Business Media - 2006-03-30


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