1st Edition

Mathematics for Economics and Finance

By Michael Harrison, Patrick Waldron Copyright 2011
544 Pages
by Routledge

544 Pages
by Routledge

384 Pages
by Routledge

The aim of this book is to bring students of economics and finance who have only an introductory background in mathematics up to a quite advanced level in the subject, thus preparing them for the core mathematical demands of econometrics, economic theory, quantitative finance and mathematical economics, which they are likely to encounter in their final-year courses and beyond. The level of the... Read more

Part 1: Mathematics  Introduction  1. Systems of Linear Equations and Matrices  2. Determinants  3. Elgenvalues and Elgenvectors  4. Conic Sections, Quadratic Forms and Definite Matrices  5. Vectors and Vector Spaces  6. Linear Transformations  7. Foundations for Vector Calculus  8. Difference Equations  9. Vector Calculus  10. Convexity and Optimization  Part 2: Applications  11. Macroeconomic Applications  12. Single-Period Choice Under Certainty  13. Probability Theory  14. Quadratic Programming and Econometric Applications  15. Multi-Period Choice Under Certainty  16. Single-Period Choice Under Uncertainty  17. Portfolio Theory.  Bibliography.  Index

Biography

Michael Harrison is Emeritus Senior Lecturer and Fellow of Trinity College Dublin, where he lectured from 1969 to 2009. He currently lectures in the School of Economics at University College Dublin.

Patrick Waldron is a graduate of the Universities of Dublin and Pennsylvania and a Research Associate in the Department of Economics at Trinity College Dublin.