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| Title: | Partial Differential Equations in Economics & Finance
|
| Author: | Suran Basov |
| ISBN: | 1600217060 : 9781600217067 |
| Illustrations: | illus |
| Format: | Hardback |
| Size: | 180x260mm |
| Pages: | 134 |
| Weight: | .48 Kg. |
| Published: | Nova Science Publishers - September 2007 |
| List Price: | 85.99 Pounds Sterling |
| Availability: | In Print |
| Subjects: | Differential equations: ECONOMICS: FINANCE & ACCOUNTING |
This book reviews the basic theory of partial differential equations of the first and second order and discusses their applications in economics and finance. It starts with well-known applications to consumer and producer theory, and to the theory of option pricing and then introduces new applications that emerge from current research (some of which is the author's own) in bounded rationality, game theory, and multi-dimensional screening.
Preface; Partial Differential Equations; Elements of the Theory of the Stochastic Processes; Partial Differential Equation in the Consumer Theory; Partial Differential Equations in the Producer Theory; Partial Differential Equations and Pricing of the Financial; Derivatives; A Theory of Boundedly Rational Behaviour; Partial Differential Equations in Game Theory; The Multi-dimensional Screening Model; Conclusions; References.
