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Heterogeneous agents in asset pricing.Vol 1,Foundations

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Heterogeneous agents in asset pricing.by Hamilton Galindo Gil.
其他題名:	Foundations
作者:	Galindo Gil, Hamilton.
出版者:	Cham :Springer Nature Switzerland :2025.
面頁冊數:	xix, 339 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
標題:	Asset-backed financing.
電子資源:	https://doi.org/10.1007/978-3-031-93263-2
ISBN:	9783031932632$q(electronic bk.)

Heterogeneous agents in asset pricing.Vol 1,Foundations
Galindo Gil, Hamilton.

Heterogeneous agents in asset pricing.Vol 1,Foundations[electronic resource] /Foundationsby Hamilton Galindo Gil. - Cham :Springer Nature Switzerland :2025. - xix, 339 p. :ill., digital ;24 cm. - Lecture notes in economics and mathematical systems,v. 6972196-9957 ;. - Lecture notes in economics and mathematical systems ;461..

Chapter1: Stochastic Processes and Stochastic Calculus -- Chapter2: Dynamic Programming Approach in Continuous Time -- Chapter3: Martingale Approach -- Chapter4: Wealth Dynamics -- Chapter5: A General Equilibrium ModelWith �� State Variables -- Chapter6: A General Equilibrium Model with CRRA Preferences and �� State Variables -- Chapter7: A General Equilibrium Model with Log Utility Function and One State Variable -- Chapter8: Solving Numerically the HJB Equation Foundations -- Chapter9: Solving Numerically the HJB Equation Examples.

This textbook provides a comprehensive foundation for developing asset-pricing models with heterogeneous investors. Volume I in a two-volume set, this book covers topics such as stochastic calculus, dynamic programming, representative agent models, and a numerical method (finite difference) for solving them. The book takes a step-by-step approach, carefully show the underlying object of the models and the implementation of the finite difference method and Upwind scheme to solve dynamic programming problems in asset pricing. Where appropriate, chapters include MATLAB code for ease of replication. This book will be of interest to advanced undergraduate and graduate students of finance, economics, mathematics, and statistics.

ISBN: 9783031932632$q(electronic bk.)

Standard No.: 10.1007/978-3-031-93263-2doiSubjects--Topical Terms:

266471
Asset-backed financing.

LC Class. No.: HG4028.A84

Dewey Class. No.: 658.15224

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505 0 $a Chapter1: Stochastic Processes and Stochastic Calculus -- Chapter2: Dynamic Programming Approach in Continuous Time -- Chapter3: Martingale Approach -- Chapter4: Wealth Dynamics -- Chapter5: A General Equilibrium ModelWith 𝒌 State Variables -- Chapter6: A General Equilibrium Model with CRRA Preferences and 𝒌 State Variables -- Chapter7: A General Equilibrium Model with Log Utility Function and One State Variable -- Chapter8: Solving Numerically the HJB Equation Foundations -- Chapter9: Solving Numerically the HJB Equation Examples.
520 $a This textbook provides a comprehensive foundation for developing asset-pricing models with heterogeneous investors. Volume I in a two-volume set, this book covers topics such as stochastic calculus, dynamic programming, representative agent models, and a numerical method (finite difference) for solving them. The book takes a step-by-step approach, carefully show the underlying object of the models and the implementation of the finite difference method and Upwind scheme to solve dynamic programming problems in asset pricing. Where appropriate, chapters include MATLAB code for ease of replication. This book will be of interest to advanced undergraduate and graduate students of finance, economics, mathematics, and statistics.
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