Peters E. Fractal Market Analysis: applying chaos theory to investment and economics

Wiley, 2008. - 430 pages. For well over a decade, econometrics has been one of the major routes into finance. I took this route myself several years ago. Starting an academic career as an algebraist, I then had a brief encounter with game theory before discovering that the skills of an econometrician were in greater demand. I would have found econometrics much more boring than algebra or game theory had it not been for the inspiration of some gr...

Chiang, Alpha C. : Fundamental Methods of Mathematical Economics, 3. Aufl. , New. York 1984. Elegant Yet Lucid Writing Style: Chiang?s strength is the eloquence of the writing and the manner in which it is developed. While the content of the text can be difficult, it is understandable. Meshes Sophisticated with the Accessible: Sophisticated material is presented in the text, but not a lot of prior knowledge is assumed. The background needed fo...

Nоrth Hоlland, 1989. - 390 pages. This is the first economics work of its kind offering the economist the opportunity to acquire new and important analytical tools. It introduces the reader to three advanced mathematical methods by presenting both their theoretical bases and their applications to a wide range of economic models. The mathematical methods presented are ordinary differential equations, stability techniques and chaotic dynamics....

Springer | 2011 | ISBN 978-3-642-13747-1 | 560p | This is a book on the basics of mathematics and computation and their uses in economics for modern day students and practitioners. The reader is introduced to the basics of numerical analysis as well as the use of computer programs such as Matlab and Excel in carrying out involved computations. Sections are devoted to the use of Maple in mathematical analysis. Examples drawn from recent contributi...

©2003 Kluwer Academic Publishers. Preface. Acknowledgments. Part I Fundamentals. Money, Capital, and Securities. Money and Capital. nvestment. nterest. Cash Flows. Financial and Real Investment. Securities. Financial Market. Financial Institutions. Financial System. nterest Rate. Simple and Compound Interest. Calendar Conventions. Determinants of the Interest Rate. Decomposition of the Interest Rate. Term Structure of Interest Rates. Continuous...

World Scientific, 2004. - 632 pages. This textbook provides a calculus-based introduction to economics. Students blessed with a working knowledge of the calculus will find that this text facilitates their study of the basic analytical framework of economics. The textbook examines a wide range of micro and macro topics, including prices and markets, equity versus efficiency, Rawls versus Bentham, accounting and the theory of the firm, optimal lot...

Springer | 2009 | ISBN: 0387895515 | 294 pages "Mathematical Optimization and Economic Analysis" is a self-contained introduction to various optimization techniques used in economic modeling and analysis such as geometric, linear, and convex programming and data envelopment analysis. Through a systematic approach, this book demonstrates the usefulness of these mathematical tools in quantitative and qualitative economic analysis. The book present...

Routledge, 2005, 265 pp. As the intersection between economics and mathematics continues to grow in both theory and practice, a solid grounding in mathematical concepts is essential for all serious students of economic theory. In this clear and entertaining volume, Rakesh V.Vohra sets out the basic concepts of mathematics as they relate to economics. The book divides the mathematical problems that arise in economic theory into three types: feasi...

Publisher: Springer | 2010 | ISBN10: 1441908307 | 156 pages This book focuses on the application of Data Envelopment Analysis (DEA) to Major League Baseball (MLB). DEA is a nonparametric linear programming model that is used across academic disciplines. In sports economics, authors have applied the technique primarily to assess team and/or managerial efficiency. The basis for performance analysis is economic production theory, where it is assumed...

Chapman & Hall, 2009. - 455 pages ISBN: 1420082663 Useful Concepts and Techniques for Economics Applications Drawing from many sources in the literature, Stochastic Dominance and Applications to Finance, Risk and Economics illustrates how stochastic dominance (SD) can be used as a method for risk assessment in decision making. It provides basic background on SD for various areas of applications. The majority of the text presents a systemat...