Further Mathematics for Economic Analysis

Publisher: Financial Times Press
Copyright: 2008
Format: Paper; 632 pp

Description
Further Mathematics for Economic Analysis is a companion volume to the successful and highly regarded Essential Mathematics for Economic Analysis. It finds the right balance between mathematics and economic examples, providing a text that is demanding in level and broad ranging in content, whilst remaining accessible and interesting to its target audience.This book is intended for advanced undergraduate and graduate students of economics whose mathematical requirements go beyond the material usually taught in undergraduate courses.

Features
Systematic treatment of the calculus of variations, optimal control theory and dynamic programming.
Several early chapters review and extend material in the previous book on
elementary matrix algebra, multivariable calculus, and static optimization.
New! Coverage on optimisation transferred from Essentials of Economic analysis
New! Extended answers to problems are available online in a new Students Manual along with additional practice problems.

Knut Sydsaeter, University of Oslo
Peter Hammond, Stanford University
Atle Seierstad, University of Oslo
Arne Strom, University of Oslo

PREFACE1. Topics in linear algebra2. Multivariable calculus3. Static optimization4. Topics in integration5. Differential equations i: First order equations6. Differential equations ii: Second order equations systems in the plane7. Differential equations iii: Highest-order equations8. Calculus of variations9. Control theory i: Basic techniques10. Control theory ii: Extensions11. Difference equations12. Discrete time optimization13. Topology and separation14. Correspondences. Fixed pointsAPPENDIX 1: COMPLETENESS AND CONVERGENCE IN RAPPENDIX 2: TRIGONOMETRIC FUNCTIONSANSWERSREFERENCESINDEX