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Hardcover ISBN: | 978-0-8218-1071-2 |
eBook: ISBN: | 978-1-4704-3046-7 |
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AMS Member Price: | $87.20 $66.00 |
Hardcover ISBN: | 978-0-8218-1071-2 |
Product Code: | FIC/22 |
List Price: | $56.00 |
MAA Member Price: | $50.40 |
AMS Member Price: | $44.80 |
eBook ISBN: | 978-1-4704-3046-7 |
Product Code: | FIC/22.E |
List Price: | $53.00 |
MAA Member Price: | $47.70 |
AMS Member Price: | $42.40 |
Hardcover ISBN: | 978-0-8218-1071-2 |
eBook ISBN: | 978-1-4704-3046-7 |
Product Code: | FIC/22.B |
List Price: | $109.00 $82.50 |
MAA Member Price: | $98.10 $74.25 |
AMS Member Price: | $87.20 $66.00 |
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Book DetailsFields Institute CommunicationsVolume: 22; 1999; 110 ppMSC: Primary 00; 57; 62; 90
This volume presents the proceedings of a workshop on geometry, topology, and markets held at The Fields Institute. The workshop was attended by eminent mathematicians and financial and economic theorists. Using a topological approach, the volume discusses new mathematics and its applications to social sciences and financial markets.
Topics addressed at the workshop included new topological invariants for existence, characterization and computation of market equilibria and their relation to social choice and to other forms of resource allocation, competitive and cooperative systems, algebraic geometry and markets with increasing returns, computational complexity, and stochastic processes and financial markets.
Titles in this series are co-published with the Fields Institute for Research in Mathematical Sciences (Toronto, Ontario, Canada).
ReadershipGraduate students and research mathematicians interested in mathematics and economics.
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Table of Contents
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Chapters
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Morris Hirsch — Applications of dynamical systems to deterministic and stochastic economic models
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Graciela Chichilnisky — A unified perspective on resource allocation: Limited arbitrage is necessary and sufficient for the existence of a competitive equilibrium, the core and social choice
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Mark Broadie and Jérôme Detemple — American options on dividend-paying assets
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Yuliy Baryshnikov and Graciela Chichilnisky — Intergenerational choice: A paradox and a solution
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This volume presents the proceedings of a workshop on geometry, topology, and markets held at The Fields Institute. The workshop was attended by eminent mathematicians and financial and economic theorists. Using a topological approach, the volume discusses new mathematics and its applications to social sciences and financial markets.
Topics addressed at the workshop included new topological invariants for existence, characterization and computation of market equilibria and their relation to social choice and to other forms of resource allocation, competitive and cooperative systems, algebraic geometry and markets with increasing returns, computational complexity, and stochastic processes and financial markets.
Titles in this series are co-published with the Fields Institute for Research in Mathematical Sciences (Toronto, Ontario, Canada).
Graduate students and research mathematicians interested in mathematics and economics.
-
Chapters
-
Morris Hirsch — Applications of dynamical systems to deterministic and stochastic economic models
-
Graciela Chichilnisky — A unified perspective on resource allocation: Limited arbitrage is necessary and sufficient for the existence of a competitive equilibrium, the core and social choice
-
Mark Broadie and Jérôme Detemple — American options on dividend-paying assets
-
Yuliy Baryshnikov and Graciela Chichilnisky — Intergenerational choice: A paradox and a solution