Stochastic Control for Economic Models
by David A. Kendrick
Number of pages: 297
This book is about mathematical methods for optimization of dynamic stochastic system and about the application of these methods to economic problems. The methods presented in this book are tools to give the analyst a better understanding of dynamic systems under uncertainty.
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by Nicola Pavoni - UCL
These notes are targeted to advanced Master and Ph.D. students in economics. The material contained in these notes only assumes the reader to know basic math and static optimization, and a basic graduate knowledge of economics.
by Lars Hansen, Thomas J. Sargent
This book views many apparently disparate dynamic economic models as examples of a single class of models that can be adapted and specialized. The goal is to create a class of models that merge recursive economic theory with dynamic econometrics.
by Evgeniy Chernyshov, et al. - Wikibooks
This textbook concerns the wonderful world of macroeconomics, or economics on a very large scale, concerning national and international systems. It is primarily aimed at students in their final few years of secondary education.
by Antonio Mele
The present Lecture Notes in Financial Economics are based on the author's teaching notes for advanced undergraduate and graduate courses on financial economics, macroeconomic dynamics, financial econometrics and financial engineering.