Economic Dynamics: Theory, Games & Empirical Studies

ISBN-13: 9781604569117 / Angielski / Twarda / 2009 / 218 str.

Chester W Hurlington

Opis

Contents: Preface; Transitional Dynamics and Welfare Effects of the Public Investment; Levy Processes and Option Pricing by Recursive Quadrature; Labor Market Imperfections and Endogenous Business Cycles; Analyzing Economic Policy Using High Order Perturbations; Invariance in Economic Dynamics and the Sustainable Development Issue; Endogenous Capital Utilization and Depreciation under Capital Maintenance in the AK Growth; Social Status, the Spirit of Capitalism, and the Term Structure of Interest Rates in Stochastic Production Economies; On the Investment-Uncertainty Relationship; Realized Volatility and Correlation Estimators under Non-Gaussian Microstructure Noise; Why Increased Knowledge Does Not Necessarily Improve Trading Success: A Monte-Carlo Simulation; Index.