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Mathematical Economics and Finance

By Harrison, Michael

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Book Id: WPLBN0000659113
Format Type: PDF eBook
File Size: 1.33 MB
Reproduction Date: 2005
Full Text

Title: Mathematical Economics and Finance  
Author: Harrison, Michael
Volume:
Language: English
Subject: Science., Mathematics, Logic
Collections:
Historic
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Publisher:

Citation

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Harrison, M. (n.d.). Mathematical Economics and Finance. Retrieved from http://hawaiilibrary.net/


Description
Mathematics document containing theorems and formulas.

Excerpt
Excerpt: Sign conditions for inequality constrained optimization; Payoffs for Call Options on the Aggregate Consumption; The effect of an interest rate of 10% per annum at different frequencies of compounding; and Notation for portfolio choice problem.

Table of Contents
CONTENTS i Contents List of Tables iii List of Figures v PREFACE vii What Is Economics? . . . . . . . . . . . . . . . . . . . . . . . . . . . vii What Is Mathematics? . . . . . . . . . . . . . . . . . . . . . . . . . . . viii NOTATION ix I MATHEMATICS 1 1 LINEAR ALGEBRA 3 1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.2 Systems of Linear Equations and Matrices . . . . . . . . . . . . . 3 1.3 Matrix Operations . . . . . . . . . . . . . . . . . . . . . . . . . . 7 1.4 Matrix Arithmetic . . . . . . . . . . . . . . . . . . . . . . . . . . 7 1.5 Vectors and Vector Spaces . . . . . . . . . . . . . . . . . . . . . 11 1.6 Linear Independence . . . . . . . . . . . . . . . . . . . . . . . . 12 1.7 Bases and Dimension . . . . . . . . . . . . . . . . . . . . . . . . 12 1.8 Rank . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 1.9 Eigenvalues and Eigenvectors . . . . . . . . . . . . . . . . . . . . 14 1.10 Quadratic Forms . . . . . . . . . . . . . . . . . . . . . . . . . . 15 1.11 Symmetric Matrices . . . . . . . . . . . . . . . . . . . . . . . . . 15 1.12 Definite Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . 15 2 VECTOR CALCULUS 17 2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 2.2 Basic Topology . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 2.3 Vector-valued Functions and Functions of Several Variables . . . 18 Revised: December 2, 1998

 

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