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Mathematics in economics / red. nauk. Emil Panek. - Pozań : Wydawnictwo Uniwersytetu Ekonomicznego w Poznaniu, 2009. - 258, [1] s. : il. ; 24 cm.

(Zeszyty Naukowe / Uniwersytet Ekonomiczny w Poznaniu, ISSN 1689-7374 ; 112)

Author

Panek Emil. Red.

Form of Work

Czasopisma

Subject

Ekonomia matematyczna

Indeks ISBN

978-83-7417-362-9

1. Weather Derivatives; 2. Event study analysis with market model and GARCH modeling: Announcement of share purchase on the Warsaw Stock Exchange; 3. Human capital, technological progress and economic growth in selected countries of European Union; 4. Market microstructure effect: the case of Polish stock market; 5. Modeling conditional dependence in the polish stock market using copulas; 6. Technology improvements in a multisector growth model with human capital and knowledge diffusion; 7. Discriminant analysis and rough set theory as methods of selection of shaves portofolio; 8. Modelling term structure of interest rate in immature markets; 9. On demand theory in the setting with price- dependent preferences; 10. Conditional value at risk; 11. A generalization of goodness property of adaptive rolling plans; 12. Approximate solutions of linear systems; 13. A mechanics of long-term economic growth- generalized neoclassical approach; 14. Interior points in nonlinear optimization with bounds on variables; 15. The agency costs of free cash flow in a firm; 16. Markov processes in long- term care insurance.

zob. w.bibliotece.pl

Availability:

Czytelnia Czasopism

Copies are only available in the library: sygn. 04/c (1 egz.)

Notes:

General note

Streszcz. pol. przy rozdz.

Bibliography, etc. note

Bibliogr. przy rozdz.