Basic Mathematical Tools

Marcelo Bianconi

Chapter 1 in Financial Economics, Risk and Information:An Introduction to Methods and Models, 2003, pp 6-66 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionIntegrationBasic StatisticsBasic Linear AlgebraStatic OptimizationNotes on Stochastic Difference EquationsDynamic Optimization in Discrete Time: Heuristics of Dynamic Programming in the Certainty CaseStochastic Dynamic Optimization in Discrete TimeNotes on Stochastic Differential EquationsStochastic Dynamic Optimization in Continuous TimeSummaryProblemsNotes on the LiteratureReferences

Keywords: Risk and Information; Systems of Financial Markets; Contracts and Asymmetric Information; General Equilibrium Under Uncertainty; Non-Convexities; Portfolio Choice and Asset Pricing (search for similar items in EconPapers)
Date: 2003
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