Welcome to Scribd, the world's digital library. Read, publish, and share books and documents. See more
Download
Standard view
Full view
of .
Save to My Library
Look up keyword or section
Like this
15Activity

Table Of Contents

2.4 Partial and Total Derivatives
2.5 The Chain Rule and Product Rule
2.6 The Implicit Function Theorem
2.7 Directional Derivatives
2.8 Taylor’s Theorem: Deterministic Version
2.9 The Fundamental Theorem of Calculus
CONVEXITY AND OPTIMISATION
3.1 Introduction
3.2 Convexity and Concavity
3.2.1 Definitions
3.2.2 Properties of concave functions
3.2.3 Convexity and differentiability
3.2.4 Variations on the convexity theme
3.3 Unconstrained Optimisation
3.6 Duality
CHOICE UNDER CERTAINTY
4.1 Introduction
4.2 Definitions
4.3 Axioms
4.4.1 The consumer’s problem
4.4.2 The No Arbitrage Principle
4.4.3 Other Properties of Marshallian demand
4.4.4 The dual problem
4.4.5 Properties of Hicksian demands
4.6 Further Results in Demand Theory
4.7 General Equilibrium Theory
4.7.1 Walras’ law
4.7.2 Brouwer’s fixed point theorem
4.7.3 Existence of equilibrium
4.8 The Welfare Theorems
4.8.1 The Edgeworth box
4.8.2 Pareto efficiency
4.8.3 The First Welfare Theorem
4.8.4 The Separating Hyperplane Theorem
4.8.5 The Second Welfare Theorem
4.8.6 Complete markets
4.8.7 Other characterizations of Pareto efficient allocations
4.9 Multi-period General Equilibrium
CHOICE UNDER UNCERTAINTY
5.1 Introduction
5.2 Review of Basic Probability
5.4 Pricing State-Contingent Claims
5.4.1 Completion of markets using options
5.4.3 Completing markets with options on aggregate consump- tion
5.4.4 Replicating elementary claims with a butterfly spread
5.5 The Expected Utility Paradigm
5.5.1 Further axioms
5.5.2 Existence of expected utility functions
5.6 Jensen’s Inequality and Siegel’s Paradox
5.7 Risk Aversion
5.8 The Mean-Variance Paradigm
5.9 The Kelly Strategy
6.2.1 Measuring rates of return
6.2.2 Notation
6.3 The Single-period Portfolio Choice Problem
6.3.1 The canonical portfolio problem
6.3.2 Risk aversion and portfolio composition
6.3.3 Mutual fund separation
6.4 Mathematics of the Portfolio Frontier
0 of .
Results for:
No results containing your search query
P. 1
Mathematics - Mathematical Economics and Finance

Mathematics - Mathematical Economics and Finance

Ratings: (0)|Views: 2,475 |Likes:
Published by Osaz Aiho Uhumuavbi

More info:

Published by: Osaz Aiho Uhumuavbi on Mar 14, 2011
Copyright:Attribution Non-commercial

Availability:

Read on Scribd mobile: iPhone, iPad and Android.
download as PDF, TXT or read online from Scribd
See more
See less

01/17/2013

pdf

text

original

You're Reading a Free Preview
Pages 7 to 98 are not shown in this preview.
You're Reading a Free Preview
Pages 102 to 116 are not shown in this preview.
You're Reading a Free Preview
Pages 120 to 138 are not shown in this preview.
You're Reading a Free Preview
Pages 142 to 153 are not shown in this preview.

Activity (15)

You've already reviewed this. Edit your review.
1 hundred reads
1 thousand reads
Aksa Garsein liked this
Madalina Musca liked this
Changkyu Kim liked this
Qian Lin liked this
alexey_shuster liked this
alexey_shuster liked this
Mauricio Sarrias liked this
Mc El liked this

You're Reading a Free Preview

Download
/*********** DO NOT ALTER ANYTHING BELOW THIS LINE ! ************/ var s_code=s.t();if(s_code)document.write(s_code)//-->