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  • Conference proceedings
  • © 2011

Advances in Mathematical Economics Volume 14

The Workshop on Mathematical Economics 2009 Tokyo, Japan, November 2009 Revised Selected Papers

  • Selected papers from the Workshop on Mathematical Economics held in Tokyo, Nov. 13-15, 2009
  • This series was launched to realize our long-term goal of bringing together those mathematicians who are seriously interested in obtaining new challenging stimuli from economic theories
  • Includes supplementary material: sn.pub/extras

Part of the book series: Advances in Mathematical Economics (MATHECON, volume 14)

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Table of contents (9 papers)

  1. Front Matter

    Pages i-viii
  2. How much can investors discount?

    • Takuji Arai, Takamasa Suzuki
    Pages 1-16
  3. Stock price process and long memory in trade signs

    • Koji Kuroda, Jun-ichi Maskawa, Joshin Murai
    Pages 69-92
  4. Partial hedging for defaultable claims

    • Yumiharu Nakano
    Pages 127-145
  5. A time-embedded approach to economic equilibrium with incomplete financial markets

    • A. Jofré, R. T. Rockafellar, R. J. -B. Wets
    Pages 183-196
  6. Back Matter

    Pages 219-228

About this book

A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research.

Editors and Affiliations

  • Graduate School of Mathematical Sciences, The University of Tokyo, Meguro-ku, Japan

    Shigeo Kusuoka

  • Department of Economics, Keio University, Minato-ku, Japan

    Toru Maruyama

Bibliographic Information

Buy it now

Buying options

eBook USD 89.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 119.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access