Pierre Remond de Montmort's Books

Essay D?analyse Sur Les Jeux De Hazard

By: Pierre Remond de Montmort

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Essay D?analyse Sur Les Jeux De Hazard

By: Pierre Remond de Montmort

This is a photographic reprint of one of the great works in the history of Probability, the 2nd, revised and augmented edition published in 1713. The text is in French.

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Page Count

468

Publisher

American Mathematical Society

Published Date

ISBN 10

1470478994

ISBN 13

9781470478995

Optima and Equilibria

An Introduction to Nonlinear Analysis

By: Jean-Pierre Aubin

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Optima and Equilibria

An Introduction to Nonlinear Analysis

By: Jean-Pierre Aubin

Progress in the theory of economic equilibria and in game theory has proceeded hand in hand with that of the mathematical tools used in the field, namely nonlinear analysis and, in particular, convex analysis. Jean-Pierre Aubin, one of the leading specialists in nonlinear analysis and its application to economics, has written a rigorous and concise - yet still elementary and self-contained - textbook providing the mathematical tools needed to study optima and equilibria, as solutions to problems, arising in economics, management sciences, operations research, cooperative and non-cooperative games, fuzzy games etc. It begins with the foundations of optimization theory, and mathematical programming, and in particular convex and nonsmooth analysis. Nonlinear analysis is then presented, first game-theoretically, then in the framework of set valued analysis. These results are then applied to the main classes of economic equilibria. The book contains numerous exercises and problems: the latter allow the reader to venture into areas of nonlinear analysis that lie beyond the scope of the book and of most graduate courses.

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Page Count

442

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3662035391

ISBN 13

9783662035399

Tychastic Measure of Viability Risk

By: Jean-Pierre Aubin,Luxi Chen,Olivier Dordan

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Tychastic Measure of Viability Risk

By: Jean-Pierre Aubin,Luxi Chen,Olivier Dordan

This book presents a forecasting mechanism of the price intervals for deriving the SCR (solvency capital requirement) eradicating the risk during the exercise period on one hand and measuring the risk by computing the hedging exit time function associating with smaller investments the date until which the value of the portfolio hedges the liabilities on the other. This information, summarized under the term “tychastic viability measure of risk” is an evolutionary alternative to statistical measures, when dealing with evolutions under uncertainty. The book is written by experts in the field and the target audience primarily comprises research experts and practitioners.

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Age

Page Count

136

Publisher

Springer

Published Date

ISBN 10

3319081292

ISBN 13

9783319081298

Book's by Pierre Remond de Montmort

Essay D?analyse Sur Les Jeux De Hazard

Essay D?analyse Sur Les Jeux De Hazard

Optima and Equilibria

Optima and Equilibria

Tychastic Measure of Viability Risk

Tychastic Measure of Viability Risk

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