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Optimization in Economics and Finance

Optimization in Economics and Finance


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About the Book

: Optimal Models for Economics and Finance.- Mathematics of Optimal Control.- Computing Optimal Control: The SCOM package.- Computing Optimal Growth and Development Models.- Modelling Financial Investment with Growth.- Modelling Sustainable Development.- Modelling and Computing a Stochastic Growth Model.- Optimization in Welfare Economics.- Transversality Conditions for Infinite Horizon.- Conclusions.
About the Author:

Dr. B. D. Craven was (until retirement) a Reader in Mathematics at University of Melbourne, Australia, where he taught Mathematics and various topics in Operations Research for over 35 years. He holds a D.Sc. degree from University of Melbourne. His research interests include continuous optimization, nonlinear and multiobjective optimization, and optimal control. and their applcations. He has published five books, including two on mathematical programming and optimal control, and many papers in international journals. He is a member of Australian Society for Operations Research and INFORMS.

Prof. Sardar M N Islam is Professor of Welfare and Environmental Economics at Victoria University, Australia. He is also associated with the Financial Modelling Program, and the Law and Economics Program there. He has published 11 books and monographs and more than 150 technical papers in Economics (Mathematical Economics, Applied Welfare Economics, Optimal Growth), Corporate Governance, Mathematical Finance, Financial Econometrics and E-Commerce.


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Product Details
  • ISBN-13: 9781441937148
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Edition: 1st ed. Softcover of orig. ed. 2005
  • Language: English
  • Returnable: Y
  • Spine Width: 10 mm
  • Weight: 308 gr
  • ISBN-10: 1441937145
  • Publisher Date: 05 Jan 2011
  • Binding: Paperback
  • Height: 234 mm
  • No of Pages: 161
  • Series Title: Dynamic Modeling and Econometrics in Economics and Finance
  • Sub Title: Some Advances in Non-Linear, Dynamic, Multi-Criteria and Stochastic Models
  • Width: 156 mm


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