Illustrations in Finance and Economics

  • Jean-Pierre Aubin
  • Alexandre M. Bayen
  • Patrick Saint-Pierre
Chapter

Abstract

This chapter describes two problems motivated by financial mathematics (implicit evaluation of the volatility of portfolios) and of economic theory (bridging the gap between micro and macro economics). These are selected examples chosen for their intrinsic interest and for illustrating how viability concepts and theorems can be used to solve these questions. The focus of this chapter is not the place to expose and develop more examples.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  • Jean-Pierre Aubin
    • 1
  • Alexandre M. Bayen
    • 2
  • Patrick Saint-Pierre
    • 3
  1. 1.VIMADESParisFrance
  2. 2.Electrical Engineering and Computer Sciences Civil and Environmental EngineeringUniversity of California at BerkeleyBerkeleyUSA
  3. 3.Université Paris Dauphine LEDA-SDFiClamartFrance

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