Convexity in economics

Results: 12



#Item
1General equilibrium theory / Mathematical economics / Convex geometry / Convexity in economics / Non-convexity / Economic equilibrium / David Cass / Economics / Game theory / Sunspots

Journal of Economic Theory 107, 11doi:jethEquilibrium Prices When the Sunspot Variable Is Continuous 1 Rod Garratt

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Source URL: www.karlshell.com

Language: English - Date: 2011-04-01 18:32:05
2Phillips curve / Natural rate of unemployment / Labour economics / Hysteresis / Disinflation / Wage curve / Macroeconomics / Inflation / Unemployment / Economics / Socioeconomics

Working Paper No. 519 Long-term unemployment and convexity in the Phillips curve Bradley Speigner December 2014

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Source URL: www.bankofengland.co.uk

Language: English - Date: 2014-12-18 04:46:23
3Operations research / Convex geometry / Mathematical economics / Convex optimization / Non-convexity / Convex function / Multi-objective optimization / Program optimization / Multidisciplinary design optimization / Mathematical optimization / Mathematical analysis / Convex analysis

Optimization Theory and Algorithms. Specific Interest : Convex Optimization, Nonsmooth Optimization, Vector Optimization ( Pareto optimization), Bilevel Programming, Eror Bounds for variational inequalities and optimizat

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Source URL: www.iitk.ac.in

Language: English - Date: 2014-12-01 16:13:21
4Economic theories / Economic methodology / Non-convexity / Economic model / Paul Krugman / Game theory / Path dependence / Macroeconomic model / Jacques Drèze / Economics / Mathematical economics / Fellows of the Econometric Society

Preface to Increasing Returns and Path Dependence in the Economy, W. Brian Arthur, University of Michigan Press, 1994 When the University of Michigan Press approached me to bring out a book of collected papers on increas

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Source URL: tuvalu.santafe.edu

Language: English - Date: 2013-05-22 15:27:29
5Mathematics / Convex geometry / Convexity in economics / Mathematical economics / Convex optimization / Convex function / Convex set / Nonlinear programming / Duality / Mathematical optimization / Mathematical analysis / Convex analysis

Linear and non-linear programming Benjamin Recht March 11, 2005 The Gameplan • Constrained Optimization

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Source URL: fab.cba.mit.edu

Language: English - Date: 2010-09-15 01:38:56
6Mathematical finance / Interest rates / Swap / Banking / Convexity / Arbitrage / Libor / Financial economics / Finance / Economics

In Arrear Term Structure Products: No Arbitrage Pricing Bounds and The Convexity Adjustments An Chen University of Bonn joint with Klaus Sandmann (University of Bonn)

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-22 15:57:26
7Economics / Hedge fund / Absolute return / Portfolio / Long-Term Capital Management / Convertible bond / Financial economics / Investment / Finance

Article, Finanz und Wirtschaft, [removed]Underappreciated opportunity in absolute return convertibles Convertibles tend to be marketed on the promise of their convexity – namely their potential to provide bond-like ret

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Source URL: www.fundexpertsforum.com

Language: English - Date: 2014-03-20 10:20:16
8Environmental economics / Climate change policy / Stern Review / Economics of global warming / Adaptation to global warming / Nicholas Stern /  Baron Stern of Brentford / Global warming / Effects of global warming / Climate change mitigation / Climate change / Environment / Economics

Endogenous growth, convexity of damages and climate risk: how Nordhaus’ framework supports deep cuts in carbon emissions Simon Dietz and Nicholas Stern June 2014 Centre for Climate Change Economics and Policy

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Source URL: www.cccep.ac.uk

Language: English - Date: 2014-06-16 04:09:09
9Interest rates / Finance / Fixed income analysis / Mathematical finance / Inflation swap / Zero-Coupon Inflation-Indexed Swap / Interest rate swap / Inflation derivative / Covariance / Inflation / Financial economics / Economics

CUTTING EDGE. INFLATION Convexity adjustments in inflation-linked derivatives Dorje Brody, John Crosby and Hongyun Li value several types of inflation-linked derivatives using a

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Source URL: www.john-crosby.co.uk

Language: English - Date: 2008-09-12 05:57:28
10Statistics / Inflation swap / Inflation derivative / Log-normal distribution / Covariance / Inflation / Financial economics / Economics

Convexity adjustments in inflation-linked derivatives with delayed payments Dorje C. Brody∗ , John Crosby† and Hongyun Li∗ ∗ Department of Mathematics, Imperial College London, London SW7 2BZ, UK

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Source URL: www.john-crosby.co.uk

Language: English - Date: 2008-07-31 16:39:10
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