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Erschienen in:
2011 | OriginalPaper | Buchkapitel
Illustrations in Finance and Economics
verfasst von : Prof. Jean-Pierre Aubin, Prof. Dr.-Ing. Alexandre M. Bayen, Prof. Patrick Saint-Pierre
Erschienen in: Viability Theory
Verlag: Springer Berlin Heidelberg
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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.