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LEADER 14874cam a2203493 a 4500
001
991000840129707546
005
20220623131804.0
008
100902s2011 enka b 001 0 eng
010
a| 2010036174
020
a| 9780415573030 (hb)
020
a| 0415573033 (hb)
020
a| 9780415573047 (pb)
020
a| 0415573041 (pb)
020
a| 9780203829998 (eb)
020
a| 0203829999 (eb)
035
a| (HKSYU)b13971372-852hksyu_inst
040
a| DLC
c| DLC
d| BTCTA
d| YDXCP
d| NhCcYBP
d| NhCcYME
d| HK-SYU
050
4
a| HB135
b| .H37 2011
082
0
0
a| 330.01/51
2| 22
092
0
a| 330.0151
b| HAR 2011
100
1
a| Harrison, Michael,
d| 1944-
245
1
0
a| Mathematics for economics and finance /
c| Michael Harrison, and Patrick Waldron.
260
a| Abingdon, [UK] :
b| Routledge,
c| 2011.
300
a| xxiii, 520 p. :
b| ill. ;
c| 25 cm.
504
a| Includes bibliographical references and index.
650
0
a| Economics
x| Mathematical models.
650
0
a| Finance
x| Mathematical models.
650
0
a| Economics, Mathematics.
700
1
a| Waldron, Patrick,
d| 1963-
907
a| b13971372
b| 08-01-22
c| 01-03-13
910
a| ykc
b| df
935
a| (HK-SYU)500808783
9| ExL
970
0
1
t| List of figures
p| ix
970
0
1
t| List of tables
p| xi
970
0
1
t| Foreword
p| xiii
970
0
1
t| Preface
p| xv
970
0
1
t| Acknowledgements
p| xvii
970
0
1
t| List of abbreviations
p| xviii
970
0
1
t| Notation and preliminaries
p| xix
970
1
1
l| pt. I
t| MATHEMATICS
970
1
1
t| Introduction
p| 3
970
1
1
l| 1.
t| Systems of linear equations and matrices
p| 5
970
1
1
l| 1.1.
t| Introduction
p| 5
970
1
1
l| 1.2.
t| Linear equations and examples
p| 5
970
1
1
l| 1.3.
t| Matrix operations
p| 11
970
1
1
l| 1.4.
t| Rules of matrix algebra
p| 14
970
1
1
l| 1.5.
t| Some special types of matrix and associated rules
p| 15
970
1
1
l| 2.
t| Determinants
p| 30
970
1
1
l| 2.1.
t| Introduction
p| 30
970
1
1
l| 2.2.
t| Preliminaries
p| 30
970
1
1
l| 2.3.
t| Definition and properties
p| 31
970
1
1
l| 2.4.
t| Co-factor expansions of determinants
p| 34
970
1
1
l| 2.5.
t| Solution of systems of equations
p| 39
970
1
1
l| 3.
t| Eigenvalues and eigenvectors
p| 53
970
1
1
l| 3.1.
t| Introduction
p| 53
970
1
1
l| 3.2.
t| Definitions and illustration
p| 53
970
1
1
l| 3.3.
t| Computation
p| 54
970
1
1
l| 3.4.
t| Unit eigenvalues
p| 58
970
1
1
l| 3.5.
t| Similar matrices
p| 59
970
1
1
l| 3.6.
t| Diagonalization
p| 59
970
1
1
l| 4.
t| Conic sections, quadratic forms and definite matrices
p| 71
970
1
1
l| 4.1.
t| Introduction
p| 71
970
1
1
l| 4.2.
t| Conic sections
p| 71
970
1
1
l| 4.3.
t| Quadratic forms
p| 76
970
1
1
l| 4.4.
t| Definite matrices
p| 77
970
1
1
l| 5.
t| Vectors and vector spaces
p| 88
970
1
1
l| 5.1.
t| Introduction
p| 88
970
1
1
l| 5.2.
t| Vectors in 2-space and 3-space
p| 88
970
1
1
l| 5.3.
t| n-Dimensional Euclidean vector spaces
p| 100
970
1
1
l| 5.4.
t| General vector spaces
p| 101
970
1
1
l| 6.
t| Linear transformations
p| 128
970
1
1
l| 6.1.
t| Introduction
p| 128
970
1
1
l| 6.2.
t| Definitions and illustrations
p| 128
970
1
1
l| 6.3.
t| Properties of linear transformations
p| 131
970
1
1
l| 6.4.
t| Linear transformations from Rn to Rm
p| 137
970
1
1
l| 6.5.
t| Matrices of linear transformations
p| 138
970
1
1
l| 7.
t| Foundations for vector calculus
p| 143
970
1
1
l| 7.1.
t| Introduction
p| 143
970
1
1
l| 7.2.
t| Affine combinations, sets, hulls and functions
p| 143
970
1
1
l| 7.3.
t| Convex combinations, sets, hulls and functions
p| 146
970
1
1
l| 7.4.
t| Subsets of n-dimensional spaces
p| 148
970
1
1
l| 7.5.
t| Basic topology
p| 154
970
1
1
l| 7.6.
t| Supporting and separating hyperplane theorems
p| 157
970
1
1
l| 7.7.
t| Visualizing functions of several variables
p| 158
970
1
1
l| 7.8.
t| Limits and continuity
p| 159
970
1
1
l| 7.9.
t| Fundamental theorem of calculus
p| 162
970
1
1
l| 8.
t| Difference equations
p| 167
970
1
1
l| 8.1.
t| Introduction
p| 167
970
1
1
l| 8.2.
t| Definitions and classifications
p| 167
970
1
1
l| 8.3.
t| Linear, first-order difference equations
p| 172
970
1
1
l| 8.4.
t| Linear, autonomous, higher-order difference equations
p| 181
970
1
1
l| 8.5.
t| Systems of linear difference equations
p| 189
970
1
1
l| 9.
t| Vector calculus
p| 202
970
1
1
l| 9.1.
t| Introduction
p| 202
970
1
1
l| 9.2.
t| Partial and total derivatives
p| 202
970
1
1
l| 9.3.
t| Chain rule and product rule
p| 207
970
1
1
l| 9.4.
t| Elasticities
p| 211
970
1
1
l| 9.5.
t| Directional derivatives and tangent hyperplanes
p| 213
970
1
1
l| 9.6.
t| Taylor's theorem: deterministic version
p| 217
970
1
1
l| 9.7.
t| Multiple integration
p| 224
970
1
1
l| 9.8.
t| Implicit function theorem
p| 236
970
1
1
l| 10.
t| Convexity and optimization
p| 244
970
1
1
l| 10.1.
t| Introduction
p| 244
970
1
1
l| 10.2.
t| Convexity and concavity
p| 244
970
1
1
l| 10.3.
t| Unconstrained optimization
p| 257
970
1
1
l| 10.4.
t| Equality-constrained optimization
p| 261
970
1
1
l| 10.5.
t| Inequality-constrained optimization
p| 270
970
1
1
l| 10.6.
t| Duality
p| 278
970
1
1
l| pt. II
t| APPLICATIONS
970
1
1
t| Introduction
p| 287
970
1
1
l| 11.
t| Macroeconomic applications
p| 289
970
1
1
l| 11.1.
t| Introduction
p| 289
970
1
1
l| 11.2.
t| Dynamic linear macroeconomic models
p| 289
970
1
1
l| 11.3.
t| Input-output analysis
p| 294
970
1
1
l| 12.
t| Single-period choice under certainty
p| 299
970
1
1
l| 12.1.
t| Introduction
p| 299
970
1
1
l| 12.2.
t| Definitions
p| 299
970
1
1
l| 12.3.
t| Axioms
p| 301
970
1
1
l| 12.4.
t| The consumer's problem and its dual
p| 307
970
1
1
l| 12.5.
t| General equilibrium theory
p| 316
970
1
1
l| 12.6.
t| Welfare theorems
p| 323
970
1
1
l| 13.
t| Probability theory
p| 334
970
1
1
l| 13.1.
t| Introduction
p| 334
970
1
1
l| 13.2.
t| Sample spaces and random variables
p| 334
970
1
1
l| 13.3.
t| Applications
p| 338
970
1
1
l| 13.4.
t| Vector spaces of random variables
p| 343
970
1
1
l| 13.5.
t| Random vectors
p| 345
970
1
1
l| 13.6.
t| Expectations and moments
p| 347
970
1
1
l| 13.7.
t| Multivariate normal distribution
p| 351
970
1
1
l| 13.8.
t| Estimation and forecasting
p| 354
970
1
1
l| 13.9.
t| Taylor's theorem: stochastic version
p| 355
970
1
1
l| 13.10.
t| Jensen's inequality
p| 356
970
1
1
l| 14.
t| Quadratic programming and econometric applications
p| 371
970
1
1
l| 14.1.
t| Introduction
p| 371
970
1
1
l| 14.2.
t| Algebra and geometry of ordinary least squares
p| 371
970
1
1
l| 14.3.
t| Canonical quadratic programming problem
p| 377
970
1
1
l| 14.4.
t| Stochastic difference equations
p| 382
970
1
1
l| 15.
t| Multi-period choice under certainty
p| 394
970
1
1
l| 15.1.
t| Introduction
p| 394
970
1
1
l| 15.2.
t| Measuring rates of return
p| 394
970
1
1
l| 15.3.
t| Multi-period general equilibrium
p| 400
970
1
1
l| 15.4.
t| Term structure of interest rates
p| 401
970
1
1
l| 16.
t| Single-period choice under uncertainty
p| 415
970
1
1
l| 16.1.
t| Introduction
p| 415
970
1
1
l| 16.2.
t| Motivation
p| 415
970
1
1
l| 16.3.
t| Pricing state-contingent claims
p| 416
970
1
1
l| 16.4.
t| The expected-utility paradigm
p| 423
970
1
1
l| 16.5.
t| Risk aversion
p| 429
970
1
1
l| 16.6.
t| Arbitrage, risk neutrality and the efficient markets hypothesis
p| 434
970
1
1
l| 16.7.
t| Uncovered interest rate parity: Siegel's paradox revisited
p| 436
970
1
1
l| 16.8.
t| Mean-variance paradigm
p| 440
970
1
1
l| 16.9.
t| Other non-expected-utility approaches
p| 442
970
1
1
l| 17.
t| Portfolio theory
p| 448
970
1
1
l| 17.1.
t| Introduction
p| 448
970
1
1
l| 17.2.
t| Preliminaries
p| 448
970
1
1
l| 17.3.
t| Single-period portfolio choice problem
p| 450
970
1
1
l| 17.4.
t| Mathematics of the portfolio frontier
p| 457
970
1
1
l| 17.5.
t| Market equilibrium and the capital asset pricing model
p| 478
970
1
1
l| 17.6.
t| Multi-currency considerations
p| 487
970
0
1
t| Notes
p| 493
970
0
1
t| References
p| 501
970
0
1
t| Index
p| 505
970
0
1
t| List of figures
p| ix
970
0
1
t| List of tables
p| xi
970
0
1
t| Foreword
p| xiii
970
0
1
t| Preface
p| xv
970
0
1
t| Acknowledgements
p| xvii
970
0
1
t| List of abbreviations
p| xviii
970
0
1
t| Notation and preliminaries
p| xix
970
1
1
l| pt. I
t| MATHEMATICS
970
1
1
t| Introduction
p| 3
970
1
1
l| 1.
t| Systems of linear equations and matrices
p| 5
970
1
1
l| 1.1.
t| Introduction
p| 5
970
1
1
l| 1.2.
t| Linear equations and examples
p| 5
970
1
1
l| 1.3.
t| Matrix operations
p| 11
970
1
1
l| 1.4.
t| Rules of matrix algebra
p| 14
970
1
1
l| 1.5.
t| Some special types of matrix and associated rules
p| 15
970
1
1
l| 2.
t| Determinants
p| 30
970
1
1
l| 2.1.
t| Introduction
p| 30
970
1
1
l| 2.2.
t| Preliminaries
p| 30
970
1
1
l| 2.3.
t| Definition and properties
p| 31
970
1
1
l| 2.4.
t| Co-factor expansions of determinants
p| 34
970
1
1
l| 2.5.
t| Solution of systems of equations
p| 39
970
1
1
l| 3.
t| Eigenvalues and eigenvectors
p| 53
970
1
1
l| 3.1.
t| Introduction
p| 53
970
1
1
l| 3.2.
t| Definitions and illustration
p| 53
970
1
1
l| 3.3.
t| Computation
p| 54
970
1
1
l| 3.4.
t| Unit eigenvalues
p| 58
970
1
1
l| 3.5.
t| Similar matrices
p| 59
970
1
1
l| 3.6.
t| Diagonalization
p| 59
970
1
1
l| 4.
t| Conic sections, quadratic forms and definite matrices
p| 71
970
1
1
l| 4.1.
t| Introduction
p| 71
970
1
1
l| 4.2.
t| Conic sections
p| 71
970
1
1
l| 4.3.
t| Quadratic forms
p| 76
970
1
1
l| 4.4.
t| Definite matrices
p| 77
970
1
1
l| 5.
t| Vectors and vector spaces
p| 88
970
1
1
l| 5.1.
t| Introduction
p| 88
970
1
1
l| 5.2.
t| Vectors in 2-space and 3-space
p| 88
970
1
1
l| 5.3.
t| n-Dimensional Euclidean vector spaces
p| 100
970
1
1
l| 5.4.
t| General vector spaces
p| 101
970
1
1
l| 6.
t| Linear transformations
p| 128
970
1
1
l| 6.1.
t| Introduction
p| 128
970
1
1
l| 6.2.
t| Definitions and illustrations
p| 128
970
1
1
l| 6.3.
t| Properties of linear transformations
p| 131
970
1
1
l| 6.4.
t| Linear transformations from Rn to Rm
p| 137
970
1
1
l| 6.5.
t| Matrices of linear transformations
p| 138
970
1
1
l| 7.
t| Foundations for vector calculus
p| 143
970
1
1
l| 7.1.
t| Introduction
p| 143
970
1
1
l| 7.2.
t| Affine combinations, sets, hulls and functions
p| 143
970
1
1
l| 7.3.
t| Convex combinations, sets, hulls and functions
p| 146
970
1
1
l| 7.4.
t| Subsets of n-dimensional spaces
p| 148
970
1
1
l| 7.5.
t| Basic topology
p| 154
970
1
1
l| 7.6.
t| Supporting and separating hyperplane theorems
p| 157
970
1
1
l| 7.7.
t| Visualizing functions of several variables
p| 158
970
1
1
l| 7.8.
t| Limits and continuity
p| 159
970
1
1
l| 7.9.
t| Fundamental theorem of calculus
p| 162
970
1
1
l| 8.
t| Difference equations
p| 167
970
1
1
l| 8.1.
t| Introduction
p| 167
970
1
1
l| 8.2.
t| Definitions and classifications
p| 167
970
1
1
l| 8.3.
t| Linear, first-order difference equations
p| 172
970
1
1
l| 8.4.
t| Linear, autonomous, higher-order difference equations
p| 181
970
1
1
l| 8.5.
t| Systems of linear difference equations
p| 189
970
1
1
l| 9.
t| Vector calculus
p| 202
970
1
1
l| 9.1.
t| Introduction
p| 202
970
1
1
l| 9.2.
t| Partial and total derivatives
p| 202
970
1
1
l| 9.3.
t| Chain rule and product rule
p| 207
970
1
1
l| 9.4.
t| Elasticities
p| 211
970
1
1
l| 9.5.
t| Directional derivatives and tangent hyperplanes
p| 213
970
1
1
l| 9.6.
t| Taylor's theorem: deterministic version
p| 217
970
1
1
l| 9.7.
t| Multiple integration
p| 224
970
1
1
l| 9.8.
t| Implicit function theorem
p| 236
970
1
1
l| 10.
t| Convexity and optimization
p| 244
970
1
1
l| 10.1.
t| Introduction
p| 244
970
1
1
l| 10.2.
t| Convexity and concavity
p| 244
970
1
1
l| 10.3.
t| Unconstrained optimization
p| 257
970
1
1
l| 10.4.
t| Equality-constrained optimization
p| 261
970
1
1
l| 10.5.
t| Inequality-constrained optimization
p| 270
970
1
1
l| 10.6.
t| Duality
p| 278
970
1
1
l| pt. II
t| APPLICATIONS
970
1
1
t| Introduction
p| 287
970
1
1
l| 11.
t| Macroeconomic applications
p| 289
970
1
1
l| 11.1.
t| Introduction
p| 289
970
1
1
l| 11.2.
t| Dynamic linear macroeconomic models
p| 289
970
1
1
l| 11.3.
t| Input-output analysis
p| 294
970
1
1
l| 12.
t| Single-period choice under certainty
p| 299
970
1
1
l| 12.1.
t| Introduction
p| 299
970
1
1
l| 12.2.
t| Definitions
p| 299
970
1
1
l| 12.3.
t| Axioms
p| 301
970
1
1
l| 12.4.
t| The consumer's problem and its dual
p| 307
970
1
1
l| 12.5.
t| General equilibrium theory
p| 316
970
1
1
l| 12.6.
t| Welfare theorems
p| 323
970
1
1
l| 13.
t| Probability theory
p| 334
970
1
1
l| 13.1.
t| Introduction
p| 334
970
1
1
l| 13.2.
t| Sample spaces and random variables
p| 334
970
1
1
l| 13.3.
t| Applications
p| 338
970
1
1
l| 13.4.
t| Vector spaces of random variables
p| 343
970
1
1
l| 13.5.
t| Random vectors
p| 345
970
1
1
l| 13.6.
t| Expectations and moments
p| 347
970
1
1
l| 13.7.
t| Multivariate normal distribution
p| 351
970
1
1
l| 13.8.
t| Estimation and forecasting
p| 354
970
1
1
l| 13.9.
t| Taylor's theorem: stochastic version
p| 355
970
1
1
l| 13.10.
t| Jensen's inequality
p| 356
970
1
1
l| 14.
t| Quadratic programming and econometric applications
p| 371
970
1
1
l| 14.1.
t| Introduction
p| 371
970
1
1
l| 14.2.
t| Algebra and geometry of ordinary least squares
p| 371
970
1
1
l| 14.3.
t| Canonical quadratic programming problem
p| 377
970
1
1
l| 14.4.
t| Stochastic difference equations
p| 382
970
1
1
l| 15.
t| Multi-period choice under certainty
p| 394
970
1
1
l| 15.1.
t| Introduction
p| 394
970
1
1
l| 15.2.
t| Measuring rates of return
p| 394
970
1
1
l| 15.3.
t| Multi-period general equilibrium
p| 400
970
1
1
l| 15.4.
t| Term structure of interest rates
p| 401
970
1
1
l| 16.
t| Single-period choice under uncertainty
p| 415
970
1
1
l| 16.1.
t| Introduction
p| 415
970
1
1
l| 16.2.
t| Motivation
p| 415
970
1
1
l| 16.3.
t| Pricing state-contingent claims
p| 416
970
1
1
l| 16.4.
t| The expected-utility paradigm
p| 423
970
1
1
l| 16.5.
t| Risk aversion
p| 429
970
1
1
l| 16.6.
t| Arbitrage, risk neutrality and the efficient markets hypothesis
p| 434
970
1
1
l| 16.7.
t| Uncovered interest rate parity: Siegel's paradox revisited
p| 436
970
1
1
l| 16.8.
t| Mean-variance paradigm
p| 440
970
1
1
l| 16.9.
t| Other non-expected-utility approaches
p| 442
970
1
1
l| 17.
t| Portfolio theory
p| 448
970
1
1
l| 17.1.
t| Introduction
p| 448
970
1
1
l| 17.2.
t| Preliminaries
p| 448
970
1
1
l| 17.3.
t| Single-period portfolio choice problem
p| 450
970
1
1
l| 17.4.
t| Mathematics of the portfolio frontier
p| 457
970
1
1
l| 17.5.
t| Market equilibrium and the capital asset pricing model
p| 478
970
1
1
l| 17.6.
t| Multi-currency considerations
p| 487
970
0
1
t| Notes
p| 493
970
0
1
t| References
p| 501
970
0
1
t| Index
p| 505
998
a| book
b| 26-03-13
c| m
d| a
e| -
f| eng
g| enk
h| 0
i| 0
945
h| Supplement
l| location
i| barcode
y| id
f| bookplate
a| callnoa
b| callnob
n| ECON105