Brock W.A., Malliaris A.G. Differential Equations, Stability and Chaos in Dynamic Economics

Brock W.A., Malliaris A.G. Differential Equations, Stability and Chaos in Dynamic Economics
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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. Topics such as existence, continuation of solutions, uniqueness, dependence on initial data and parameters, linear systems, stability of linear systems, two dimensional phase analysis, local and global stability, the stability manifold, stability of optimal control and empirical tests for chaotic dynamics are covered and their use in economic theory is illustrated in numerous applications. These applications include microeconomic dynamics, investment theory, macroeconomic policies, capital theory, business cycles, financial economics and many others.
All chapters conclude with two sections on miscellaneous applications and exercises and further remarks and references. In total the reader will find a valuable guide to over 500 selected references that use differential equations, stability analysis and chaotic dynamics. Graduate students in economics with a special interest in economic theory, economic researchers and applied mathematicians will all benefit from this volume.

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Chiang, Alpha C. : Fundamental Methods of Mathematical Economics,
3. Aufl. , New. York 1984.


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

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

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John Wiley & Sons, Inc., 1994. – 167 pages.

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Harvester Wheatsheaf, 1994. - 640 Pages.

This book is more readable than his "Mathematical Economics" since it is not based on an axiomatic approach in dealing with the problems.

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Routledge, 2005, 265 pp.

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Sriboonchita S. et al Stochastic Dominance and Applications to Finance, Risk and Economics

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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 assessmen...
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World Scientific, 2004. - 632 pages.

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Stachurski John -Economic Dynamics Theory and Computation, The MIT Press -2009, - 392p.
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Jeanblanc M., Yor M., Chesney M. Mathematical Methods for Financial Markets

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Spriger | 2009 | ISBN: 1852333766 | 732 pages
Mathematical finance has grown into a huge area of research which requires a lot of care and a large number of sophisticated mathematical tools. The subject draws upon quite difficult results from the theory of stochastic processes, stochastic calculus and differential equations...
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Wiley-Interscience, 2001. - 416 pages.

Balanced coverage of the methodology and theory of numerical methods in finance Numerical Methods in Finance bridges the gap between financial theory and computational practice while helping students and practitioners exploit MATLAB for financial applications. Paolo Brandimarte cov...
Clopper Almon, The Craft of Economic Modeling, Part 2

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Department of Economics
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In Part 1, we developed a very simple model and suggested some directions in which it could be
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