Random Closed Sets and Capacity Functionals -- Expectations of Random Sets -- Minkowski Addition -- Unions of Random Sets -- Random Sets and Random Functions. Appendices: Topological Spaces -- Linear Spaces -- Space of Closed Sets -- Compact Sets and the Hausdorff Metric -- Multifunctions and Continuity -- Measures and Probabilities -- Capacities -- Convex Sets -- Semigroups and Harmonic Analys…
to Convex and Quasiconvex Analysis -- Criteria for Generalized Convexity and Generalized Monotonicity in the Differentiable Case -- Continuity and Differentiability of Quasiconvex Functions -- Generalized Convexity and Optimality Conditions in Scalar and Vector Optimization -- Generalized Convexity in Vector Optimization -- Generalized Convex Duality and its Economic Applicatons -- Abstract Con…
Invited Papers -- Algebraic Dynamics of Certain Gamma Function Values -- (Generalized) Convexity and Discrete Optimization -- Lipschitzian Stability of Parametric Constraint Systems in Infinite Dimensions -- Monotonicity in the Framework of Generalized Convexity -- Contributed Papers -- On the Contraction and Nonexpansiveness Properties of the Marginal Mappings in Generalized Variational Inequa…
The reversal of particularity and generality in economics -- Konnyaku Mondo and Game Theory -- The market economy in a rage -- Decision making and Nash equilibrium -- The individual and society.This book consists of five acts and two interludes, which are all written as dialogues between three main characters and other supporting characters. Each act discusses the epistemological, institutional…
to Option Pricing -- Asset Pricing Basics -- Continuous-Time Models -- Black-Scholes -- Estimating and Modelling Volatility -- to Monte Carlo and Binomial Models -- Advanced Option Pricing -- Foreign Exchange -- Forward, Futures, and Exchange Options -- Exotic Options -- More on Monte Carlo and Binomial Valuation -- Finite Difference Methods -- Fixed Income -- Fixed Income Concepts -- to Fixed …
Repeated and Stochastic Games -- Information and the Existence of Stationary Markovian Equilibrium -- Markov Games under a Geometric Drift Condition -- A Simple Two-Person Stochastic Game with Money -- New Approaches and Recent Advances in Two-Person Zero-Sum Repeated Games -- Notes on Risk-Sensitive Nash Equilibria -- Continuous Convex Stochastic Games of Capital Accumulation -- Differential D…
Basic Information on Capital Markets -- Random Walks in Finance and Physics -- The Black-Scholes Theory of Option Prices -- Scaling in Financial Data and in Physics -- Turbulence and Foreign Exchange Markets -- Derivative Pricing Beyond Black—Scholes -- Microscopic Market Models -- Theory of Stock Exchange Crashes -- Risk Management -- Economic and Regulatory Capital for Financial Institution…
Crisp matrix and bi-matrix games: some basic results -- Fuzzy sets -- Fuzzy numbers and fuzzy arithmetic -- Linear and quadratic programming under fuzzy environment -- Duality in linear and quadratic programming under fuzzy environment -- Matrix games with fuzzy goals -- Matrix games with fuzzy pay-offs -- More on matrix games with fuzzy pay-offs -- Fuzzy Bi-Matrix Games -- Modality and other a…
Mathematical Symbols and Constants -- Sets and Propositions -- Number Systems and their Arithmetic -- Combinatorial Analysis -- Sequences and Series -- Mathematics of Finance -- Functions of one Independent Variable -- Functions of one Variable: Differential Calculus -- Functions of one Variable: Integral Calculus -- Differential Equations -- Difference Equations -- Differential Calculus for Fu…
Performance Analysis Techniques -- Convexity and Supermodularity -- Worst-Case Analysis -- Average-Case Analysis -- Mathematical Programming Based Bounds -- Inventory Models -- Economic Lot Size Models with Constant Demands -- Economic Lot Size Models with Varying Demands -- Stochastic Inventory Models -- Integration of Inventory and Pricing -- Design and Coordination Models -- Procurement Cont…