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Permet de s'initier à la théorie des jeux, prolongement de la microéconomie. Facilement accessible car très peu de formalisation mathématique et de schémas. La préface remet en perspective l'ensemble de la théorie des jeux et son influence sur la théorie économique en général.

AA / International- internationaal --- 330.3 --- 305.6 --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics. --- Risicotheorie, speltheorie. Risicokapitaal. Beslissingsmodellen. --- Game theory --- Cooperation --- Competition --- Econometric models --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics --- Risicotheorie, speltheorie. Risicokapitaal. Beslissingsmodellen

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Macroeconomics --- 339.5 --- 305.0 --- 305.971 --- 330.3 --- AA / International- internationaal --- EEU / Central & Eastern Europe --- Mathematical models --- Toegepaste econometrie en statistiek (algemene naslagwerken). Statistische onderzoekingen en studiën --- Speciale gevallen in econometrische modelbouw --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics --- Quantitative methods (economics)

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This important collection brings together leading econometricians to discuss advances in the areas of the econometrics of panel data. The papers in this collection can be grouped into two categories. The first, which includes chapters by Amemiya, Baltagi, Arellano, Bover and Labeaga, primarily deal with different aspects of limited dependent variables and sample selectivity. The second group of papers, including those by Nerlove, Schmidt and Ahn, Kiviet, Davies and Lahiri, consider issues that arise in the estimation of dyanamic (possibly) heterogeneous panel data models. Overall, the contributors focus on the issues of simplifying complex real-world phenomena into easily generalisable inferences from individual outcomes. As the contributions of G. S. Maddala in the fields of limited dependent variables and panel data were particularly influential, it is a fitting tribute that this volume is dedicated to him.

Quantitative methods (economics) --- Econometrics --- Panel analysis --- Analysis of variance --- Econométrie --- Panel (Psychologie sociale) --- Analyse de variance --- Maddala, G. S. --- Maddala, Gangadharrao Soundalyarao, --- 519.2 --- econometrie --- wiskundige statistiek --- AA / International- internationaal --- 330.3 --- 303.6 --- 330.015195 --- Panel studies --- Social sciences --- Statistics --- Economics, Mathematical --- Probability. Mathematical statistics --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics. --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference. --- Methodology --- Analysis of variance. --- Econometrics. --- Panel analysis. --- Business & Economics --- Economic Theory --- Maddala, G.S. --- Business, Economy and Management --- Economics --- 519.2 Probability. Mathematical statistics --- Econométrie --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics --- Maddala, Gangadharrao Soundalyarao, - 1933-1999

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Economics, Mathematical --- 51-77 --- AA / International- internationaal --- 330.2 --- 330.3 --- 303.0 --- 305.0 --- 51 --- 330.0151 --- Economics --- Mathematical economics --- Econometrics --- Mathematics --- Mathematics--?-77 --- Economische analyse en research. Theorie van de informatie. --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics. --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken). --- Toegepaste econometrie en statistiek (algemene naslagwerken). Statistische onderzoekingen en studiën. --- Wiskunde. --- Methodology --- Economics, Mathematical. --- 51-77 Mathematics--?-77 --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken) --- Toegepaste econometrie en statistiek (algemene naslagwerken). Statistische onderzoekingen en studiën --- Economische analyse en research. Theorie van de informatie --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics --- Wiskunde

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This important book provides information necessary for those dealing with stochastic calculus and pricing in the models of financial markets operating under uncertainty; introduces the reader to the main concepts, notions and results of stochastic financial mathematics; and develops applications of these results to various kinds of calculations required in financial engineering. It also answers the requests of teachers of financial mathematics and engineering by making a bias towards probabilistic and statistical ideas and the methods of stochastic calculus in the analysis of market risks.

Investments --- Stochastic processes. --- Statistical decision. --- Financial engineering. --- Computational finance --- Engineering, Financial --- Finance --- Decision problems --- Game theory --- Operations research --- Statistics --- Management science --- Random processes --- Probabilities --- Mathematics of investment --- Business mathematics --- Mathematics. --- Financial engineering --- Statistical decision --- Stochastic processes --- 519.2 --- Mathematics --- 519.2 Probability. Mathematical statistics --- Probability. Mathematical statistics --- 305.91 --- 330.3 --- 339.42 --- AA / International- internationaal --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics --- Financiële analyse --- Investissements --- Processus stochastiques --- Prise de décision (Statistique) --- Ingénierie financière --- Mathématiques --- Mathematical statistics --- Investments - Mathematics --- Mathématique appliquée --- Probabilités --- Théorie financière