Kooperativer Bibliotheksverbund

UID:

Umfang: 1 Online-Ressource (viii, 168 Seiten) , Illustrationen , 24 cm

Ausgabe: Online_Ausgabe Boulder, Colo NetLibrary 2004 E-Books von NetLibrary Sonstige Standardnummer des Gesamttitels: 22382847

ISBN: 1417526483

Serie: Innovative technology series : Information systems and networks

Anmerkung: Includes bibliographical references and index , How to understand friction and wear in mechanical working processes /D.A. Taminiau and J.H. Dautzenberg --Friction during flat rolling of metals /John G. Lenard --Friction in modelling of metal forming processes /F. Klocke and H.-W Raedt --Friction and wear in hot forging /Claudio Giardini ... [et al.] --Basic aspects and modelling of friction in cutting /E. Ceretti, L. Filice and F. Micari --Experimental investigation and prediction of frictional responses in the orthogonal cutting process /Wit Grzesik --Variable tool-chip interfacial friction in 2-D and 3-D machining operations /A.K. Balaji and I.S. Jawahir --Sensing friction: methods and devices /J. Jeswiet and P. Wild --The problem of constitutive equations for the modelling of chip formation: towards inverse methods /F. Meslin and J.C. Hamann --Rheological behaviour in multi-step hot forging conditions /Paolo F. Bariani ... [et al.] --Measurement of flow stress and critical damage value in cold forging /Victor Varquez and Tayla

Weitere Ausg.: Reproduktion von Friction & flow stress in forming & cutting 2003

Sprache: Englisch

Fachgebiete: Technik

Schlagwort(e): Schmieden ; Flachwalzen ; Reibung ; Fließgrenze ; Konferenzschrift ; Electronic books. ; Electronic books. ; Electronic books ; Konferenzschrift ; Electronic books.

URL: Volltext

URL: Volltext  (Deutschlandweit zugänglich)

URL: Volltext  (Deutschlandweit zugänglich)

URL: Full text  (Click to View (Currently Only Available on Campus))

UID:

Umfang: 1 Online-Ressource (xviii, 137 Seiten) , 20 cm

Ausgabe: Online_Ausgabe Boulder, Colo NetLibrary 2002 E-Books von NetLibrary Sonstige Standardnummer des Gesamttitels: 22382847

ISBN: 0807047147

Originaltitel: Boston review

Anmerkung: Includes bibliographical references , A basic income for all / Philippe van Parijs -- What about reciprocity? / William A. Galston -- UBI and the flat tax / Herbert A. Simon -- Falling in love again / Wade Rathke -- Security and laissez-faire / Emma Rothschild -- Subsidize wages / Edmund S. Phelps -- UBI and the work ethic / Brian Barry -- Optional freedoms / Elizabeth Anderson -- Good for women / Anne L. Alstott -- Dignity and deprivation / Ronald Dore -- Why pay Bill Gates? / Fred Block -- Something for nothing / Robert E. Goodin -- A debate we need / Katherine McFate -- The big picture / Peter Edelman -- On liberty / Gar Alerovitz -- Pathways from here / Claus Offe

Weitere Ausg.: Reproduktion von What's wrong with a free lunch? 2001

Sprache: Englisch

Schlagwort(e): USA ; Einkommensverteilung ; Garantiertes Mindesteinkommen ; Islam ; Toleranz ; Aufsatzsammlung ; Electronic books.

URL: Volltext

URL: Full text  (Click to View (Currently Only Available on Campus))

Mehr zum Autor: Parijs, Philippe van 1951-

UID:

Umfang: 1 Online-Ressource (3 v) , ill , 23 cm

Ausgabe: Online-Ausgabe Elsevier e-book collection on ScienceDirect Sonstige Standardnummer des Gesamttitels: 041169-3

ISBN: 0444828915 , 9780444828910

Serie: Studies in mathematics and its applications v. 20, 27, 29

Anmerkung: Includes bibliographical references and indexes. - Vol. 3: 1st ed

Weitere Ausg.: Reproduktion von Mathematical elasticity 1988 - 2000

Sprache: Englisch

Fachgebiete: Physik , Mathematik

Schlagwort(e): Elastizitätstheorie ; Mathematik

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Mehr zum Autor: Ciarlet, Philippe G. 1938-

UID:

Umfang: XIII, 207 S. : Ill., graph. Darst., Kt.

ISBN: 3-8263-3347-0

Sprache: Deutsch

Fachgebiete: Land-, Forst-, Fischerei- und Hauswirtschaft. Gartenbau

Schlagwort(e): Plenterwald

URL: http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009373911&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA

URL: Inhaltsverzeichnis

UID:

Umfang: 1 DVD-Video (ca. 120 min) ; , 1 Beiblatt (gefaltet) , 12 cm

Anmerkung: Orig.: USA 2003. - Farbe, Bildformat: 1.85:1 (16:9 widescreen), DVD-9. - Enth. Regiekommentar ; Filmdokumentationen ; Wissenswertes über Tim Burton ; Quiz , Deutsch, Englisch ; Untertitel: Deutsch, Englisch, Türkisch

Sprache: Deutsch

Fachgebiete: Amerikanistik , Allgemeines

Schlagwort(e): 1959- Big fish Wallace, Daniel ; Vater ; Sohn ; Sterbender ; Lügenerzählung ; Literatur ; Verfilmung ; Fantastischer Film ; DVD-Video ; DVD-Video ; DVD-Video ; Kommentar ; DVD-Video ; Film

Mehr zum Autor: Burton, Tim 1958-

Mehr zum Autor: McGregor, Ewan 1971-

UID:

Umfang: 1 DVD, Ländercode 2, 115 Min., farb., stereo, Dolby digital , Beil. , 12 cm

Originaltitel: Extension du domaine de la lutte

Inhalt: Ein Computer-Programmierer kann seinem Lebensdrang nicht mehr folgen und versinkt in tiefe Depression. Er bereist die Provinz, um neuen Kunden die firmeneigene Software zu erläutern, wobei er bei seinem nicht minder verzweifelten Kollegen zu einer teuflischen Einflüsterung ansetzt: Um das Gleichgewicht der Welt wieder herzustellen, müsse dieser die Frauen, die sich ihm verweigern, umbringen. Komplexe Verfilmung des Erstlingsromans von Michel Houellebecq, dessen Dimension absoluter Trostlosigkeit durch Humor leicht sarkastischer Spielart aufgehellt wird. Ein sehr präzise gespielter und inszenierter Film, der in vielen Szenen Mitleid und Erbarmen, aber auch Heiterkeit erregt. [film-dienst]

Anmerkung: Bildformat 1.85:1 (anamorph) , Orig.: Frankreich 1999 , Enth. Audiokommentar des Regis[s]eurs & Autors (optional dt. Untertitel) ; Original-Kino-Trailer ; alternative Artworks , Dt., franz. - Untertitel: dt.

Sprache: Deutsch

Schlagwort(e): Kommentar ; DVD-Video ; Kommentar

Mehr zum Autor: Houellebecq, Michel 1958-

UID:

Umfang: 1 DVD, PAL, Ländercode 0, 104 Min., farb. , 12 cm

ISBN: 9783898487474

Serie: arte-Edition

Originaltitel: Être et avoir

Inhalt: Dokumentarfilm über eine Dorfschule in den französischen Bergen, wo zwölf Kinder zwischen vier und elf Jahren von einem Lehrer unterrichtet werden. Die oft humorvollen Begebenheiten beim Lernen und Spielen verdichten sich zu einfühlsamen Porträts der Kinder und ihres Lehrers sowie des Lebens auf dem Land, die viel Raum geben, sich an die eigene Kindheit zu erinnern. Durch seine ruhige, unprätentiöse und doch spannende Art macht der Film sensibel für die kleinen magischen Momente des Alltags. [film-dienst]

Anmerkung: Bildformat 1.66:1 , Orig.: Frankreich 2002 , Enth. Interview mit Nicolas Philibert ; Fotogalerie ; Kartengalerie ; Kritiken ; Filmografie ; Informationen zum französischen Schulsystem ; Ausschnitte aus "Im Land der Stille" , Franz. - Untertitel dt.

Sprache: Französisch

Fachgebiete: Pädagogik , Romanistik

Schlagwort(e): Frankreich ; Ländlicher Raum ; Unterricht ; Dokumentarfilm ; Frankreich ; Ländlicher Raum ; Weniggegliederte Schule ; Film ; DVD-Video

UID:

Umfang: 28 S , überw. Ill , 29 cm

ISBN: 3791328719

Serie: Abenteuer Kunst

Inhalt: Die rätselhafte Bilderwelt des spanischen Surrealisten Salvador Dali ist Thema dieses neuen Bandes der Reihe "Abenteuer Kunst". Auf insgesamt 28 blaugrundigen Doppelseiten bekommt der Leser zahlreiche Informationen über das Werk, die Arbeitsweise, die Biografie und das kulturelle Umfeld des bekannten Künstlers, und er wird auf spielerische Weise (z.B. mit einfachen, fett gedruckten Fragestellungen) zum genauen Betrachten der Bilder angeleitet. Pro Doppelseite sind meist eines, manchmal mehrere der bekannten Gemälde des Künstlers (z.B. "Die zerrinnende Zeit", "Die brennende Giraffe" oder "Das Gesicht der Mae West") in guter Druckqualität abgebildet. Anhand dieser Bilder werden dann verschiedene Aspekte des Werkes und der Biografie des Künstlers angesprochen. Auf der letzten Doppelseite finden sich lexikonartig formuliert Informationen zur Künstlerbiografie und zum Begriff des Surrealismus. Ein leicht lesbarer und ansprechend aufgemachter Titel. - Allen empfohlen, besonders interessant für Schulbibliotheken.

Sprache: Deutsch

Schlagwort(e): Dalí, Salvador 1904-1989 ; Malerei ; Dalí, Salvador 1904-1989 ; Malerei ; Kindersachbuch ; Kindersachbuch ; Kindersachbuch

Mehr zum Autor: Dalí, Salvador 1904-1989

UID:

Umfang: 1 online resource (234 pages)

Ausgabe: 1st ed.

ISBN: 9780521782326 , 9780511151255

Inhalt: Summarizes recent theoretical developments inspired by statistical physics in the description of the potential moves in financial markets, and its application to derivative pricing and risk control. Of interest to physicists, quantitative analysts in financial institutions, risk managers and graduate students in mathematical finance

Anmerkung: Cover -- Half-title -- Title -- Copyright -- Contents -- Foreword -- Preface -- Acknowledgements -- 1 Probability theory: basic notions -- 1.1 Introduction -- 1.2 Probabilities -- 1.2.1 Probability distributions -- 1.2.2 Typical values and deviations -- 1.2.3 Moments and characteristic function -- 1.2.4 Divergence of moments-asymptotic behaviour -- 1.3 Some useful distributions -- 1.3.1 Gaussian distribution -- 1.3.2 Log-normal distribution -- 1.3.3 Lévy distributions and Paretian tails -- 1.3.4 Other distributions (*) -- 1.4 Maximum of random variables-statistics of extremes -- 1.5 Sums of random variables -- 1.5.1 Convolutions -- 1.5.2 Additivity of cumulants and of tail amplitudes -- 1.5.3 Stable distributions and self-similarity -- 1.6 Central limit theorem -- 1.6.1 Convergence to a Gaussian -- 1.6.2 Convergence to a Lévy distribution -- 1.6.3 Large deviations -- 1.6.4 The CLT at work on a simple case -- 1.6.5 Truncated Lévy distributions -- 1.6.6 Conclusion: survival and vanishing of tails -- 1.7 Correlations, dependence and non-stationary models (*) -- 1.7.1 Correlations -- 1.7.2 Non-stationary models and dependence -- 1.8 Central limit theorem for random matrices (*) -- 1.9 Appendix A: non-stationarity and anomalous kurtosis -- 1.10 Appendix B: density of eigenvalues for random correlation matrices -- 1.11 References -- 2 Statistics of real prices -- 2.1 Aim of the chapter -- 2.2 Second-order statistics -- 2.2.1 Variance, volatility and the additive-multiplicative crossover -- 2.2.2 Autocorrelation and power spectrum -- Power spectrum -- 2.3 Temporal evolution of fluctuations -- 2.3.1 Temporal evolution of probability distributions -- The elementary distribution P -- Maximum likelihood -- Convolutions -- Tails, what tails? -- 2.3.2 Multiscaling-Hurst exponent (*) -- 2.4 Anomalous kurtosis and scale fluctuations , 2.5 Volatile markets and volatility markets -- 2.6 Statistical analysis of the forward rate curve (*) -- 2.6.1 Presentation of the data and notations -- 2.6.2 Quantities of interest and data analysis -- 2.6.3 Comparison with the Vasicek model -- 2.6.4 Risk-premium and the... -- The average FRC and value-at-risk pricing -- The anticipated trend and the volatility hump -- 2.7 Correlation matrices (*) -- 2.8 A simple mechanism for anomalous price statistics (*) -- 2.9 A simple model with volatility correlations and tails (*) -- 2.10 Conclusion -- 2.11 References -- Scaling and Fractals in Financial Markets -- The interest rate curve -- Percolation, collective models and self organized criticality -- Other recent market models -- 3 Extreme risks and optimal portfolios -- 3.1 Risk measurement and diversification -- 3.1.1 Risk and volatility -- 3.1.2 Risk of loss and 'Value at Risk' (VaR) -- 3.1.3 Temporal aspects: drawdown and cumulated loss -- Worst low -- Cumulated losses -- Drawdowns -- 3.1.4 Diversification and utility-satisfaction thresholds -- 3.1.5 Conclusion -- 3.2 Portfolios of uncorrelated assets -- 3.2.1 Uncorrelated Gaussian assets -- Effective asset number in a portfolio -- 3.2.2 Uncorrelated 'power-law' assets -- 3.2.3 'Exponential' assets -- 3.2.4 General case: optimal portfolio and VaR (*) -- 3.3 Portfolios of correlated assets -- 3.3.1 Correlated Gaussian fluctuations -- The CAPM and its limitations -- 3.3.2 'Power-law' fluctuations (*) -- 'Tail covariance' -- Optimal portfolio -- 3.4 Optimized trading (*) -- 3.5 Conclusion of the chapter -- 3.6 Appendix C: some useful results -- 3.7 References -- Statistics of drawdowns and extremes -- Portfolio theory and CAPM -- Optimal portfolios in a Lévy world -- Generalization of the covariance to Lévy variables -- 4 Futures and options: fundamental concepts -- 4.1 Introduction , 4.1.1 Aim of the chapter -- 4.1.2 Trading strategies and efficient markets -- 4.2 Futures and forwards -- 4.2.1 Setting the stage -- 4.2.2 Global financial balance -- 4.2.3 Riskless hedge -- Dividends -- Variable interest rates -- 4.2.4 Conclusion: global balance and arbitrage -- 4.3 Options: definition and valuation -- 4.3.1 Setting the stage -- 4.3.2 Orders of magnitude -- 4.3.3 Quantitative analysis-option price -- Bachelier's Gaussian limit -- Dynamic equation for the option price -- 4.3.4 Real option prices, volatility smile and 'implied' kurtosis -- Stationary distributions and the smile curve -- Non-stationarity and 'implied' kurtosis -- 4.4 Optimal strategy and residual risk -- 4.4.1 Introduction -- 4.4.2 A simple case -- 4.4.3 General case... -- Cumulant corrections to... -- 4.4.4 Global hedging/instantaneous hedging -- 4.4.5 Residual risk: the Black-Scholes miracle -- The 'stop-loss' strategy does not work -- Residual risk to first order in kurtosis -- Stochastic volatility models -- 4.4.6 Other measures of risk-hedging and VaR (*) -- 4.4.7 Hedging errors -- 4.4.8 Summary -- 4.5 Does the price of an option depend on the mean return? -- 4.5.1 The case of non-zero excess return -- 'Risk neutral' probability -- Optimal strategy in the presence of a bias -- 4.5.2 The Gaussian case and the Black-Scholes limit -- Ito calculus -- 4.5.3 Conclusion. Is the price of an option unique? -- 4.6 Conclusion of the chapter: the pitfalls of zero-risk -- 4.7 Appendix D: computation of the conditional mean -- 4.8 Appendix E: binomial model -- 4.9 Appendix F: option price for (suboptimal)... -- 4.10 References -- Some classics -- Market efficiency -- Optimal filters -- Options and futures -- Stochastic differential calculus and derivative pricing -- Option pricing in the presence of residual risk -- Kurtosis and implied cumulants -- Stochastic volatility models , 5 Options: some more specific problems -- 5.1 Other elements of the balance sheet -- 5.1.1 Interest rate and continuous dividends -- Systematic drift of the price -- Independence between price increments and interest rates-dividends -- Multiplicative model -- 5.1.2 Interest rates corrections to the hedging strategy -- 5.1.3 Discrete dividends -- 5.1.4 Transaction costs -- 5.2 Other types of options: 'Puts' and 'exotic options' -- 5.2.1 'Put-call' parity -- 5.2.2 'Digital' options -- 5.2.3 'Asian' options -- 5.2.4 'American' options -- American puts -- 5.2.5 'Barrier' options -- Other types of option -- 5.3 The 'Greeks' and risk control -- 5.4 Value-at-risk for general non-linear portfolios (*) -- 5.5 Risk diversification (*) -- 'Portfolio' options and 'exogenous' hedging -- Option portfolio -- 5.6 References -- More on options, exotic options -- Stochastic volatility models and volatility hedging -- Short glossary of financial terms -- Index of symbols -- Index

Weitere Ausg.: Print version Bouchaud, Jean-Philippe Theory of Financial Risks Cambridge : Cambridge University Press,c2000 ISBN 9780521782326

Sprache: Englisch

Schlagwort(e): Electronic books

URL: FULL  ((OIS Credentials Required))

UID:

Umfang: 1 online resource (398 pages)

Ausgabe: 1st ed.

ISBN: 9780521806428 , 9780511148378

Inhalt: This book provides an in-depth treatment of the overlapping generations model in economics incorporating production. Methodological emphasis is put on using general preferences and technologies, on the global study of dynamic aspects of the model, and on furnishing adequate tools to analyze policies involving inter-generational transfers

Anmerkung: Cover -- Half-title -- Series-title -- Tilte -- Copyright -- Dedication -- Contents -- Introduction -- OVERLAPPING GENERATIONS AND MACRO-ECONOMICS -- OVERLAPPING GENERATIONS IN OTHER FIELDS -- OUTLINE OF THE BOOK -- Acknowledgments -- ONE Competitive Equilibria -- 1.1 THE MODEL -- 1.1.1 Two-period-lived Individuals -- 1.1.2 Neo-classical Technology -- 1.1.3 Firms -- 1.2 MAIN ASSUMPITIONS -- 1.2.1 The Assumptions on the Utility Function -- 1.2.2 The Assumptions on the Production Function -- 1.3 THE BEHAVIOR OF THE AGENTS AT PERIOD t -- 1.3.1 The Young Individuals -- 1.3.2 The Inter-temporal Elasticity of Substitution -- 1.3.3 The Properties of the Savings Function -- 1.3.4 The Old Individuals -- 1.3.5 The Firms -- 1.4 THE TEMPORARY EQUILIBRIUM -- 1.5 THE INTER-TEMPORAL EQUILIBRIUM WITH PERFECT FORESIGHT -- 1.5.1 Existence of Equilibria -- 1.5.2 Uniqueness of the Inter-temporal Equilibrium -- 1.6 CAPITAL DYAMICS AT A RATIONAL INTER-TEMPORAL EQUILIBRIUM -- 1.6.1 Steady States and Stability -- 1.6.2 Dynamics -- 1.6.3 The Behavior Near 0 -- 1.6.4 A Quick Look at the Empirics of Growth -- 1.7 COMPARISON OF MYOPIC AND PERFECT FORESIGHT -- 1.7.1 The Steady States -- 1.7.2 Local Stability -- 1.7.3 Uniqueness of the Steady State -- 1.8 APPLICATIONS AND EXTENSIONS -- 1.8.1 Myopic and Perfect Foresight in an Example -- 1.8.2 A Demographic Shock -- 1.8.3 Non-separable Utility Function -- 1.8.4 Homothetic Preferences -- 1.8.5 Heterogeneous Agents -- 1.8.6 Technical Progress -- 1.8.7 Imperfect Credit Market -- 1.8.8 Three-period-lived Households -- 1.8.9 Borrowing Constraints in the Three-period Model -- 1.9 CONCLUSION -- TWO Optimality -- 2.1 OPTIMALITY OF STATIONARY PATHS -- 2.1.1 Feasible Long-run Capital Stock -- 2.1.2 The Optimal Stationary Path: The Golden Age -- 2.1.3 Under-and Over-accumulation of Capital -- 2.2 OPTIMALITY OF THE DYNAMICS , 2.2.1 Dynamic Efficiency -- 2.2.2 Pareto Optimality of Dynamics -- 2.3 THE PLANNING PROBLEM -- 2.3.1 The Objective Function -- 2.3.2 Properties of the Value Function -- 2.3.3 Existence and Monotonicity of Optimal Paths -- 2.3.4 Limit of the Optimal Path and Optimal Steady State -- 2.4 MARGINAL ANALYSIS OF OPTIMAL SOLUTIONS -- 2.4.1 The Optimality Conditions -- 2.4.2 The Planner's Stationary Solution -- 2.4.3 Local Dynamics -- 2.4.4 A Graphical Exposition -- 2.5 UNBOUNDED OPTIMAL GROWTH -- 2.5.1 Existence of Optimal Paths When sigma andgt -- 1 -- 2.5.2 Existence of Optimal Paths When sigma andlt -- 1 (and y... -- 2.5.3 Existence of Optimal Paths When sigma = 1 -- 2.5.4 General Result -- 2.5.5 The Long-run Growth Rate -- 2.6 APPLICATIONS AND EXTENSIONS -- 2.6.1 Properties of the Policy Functions When f (0) andgt -- 0 -- 2.6.2 Application: The Optimal Speed of Convergence -- 2.6.3 Application: Rise in Beta -- 2.6.4 A Mixed CES-Linear Production Function -- 2.6.5 Optimal Growth in the Ak Model -- 2.7 CONCLUSION -- THREE Policy -- 3.1 LUMP-SUM TRANSFERS AND THE SECOND WELFARE THEOREM -- 3.1.1 Equilibrium with Lump-sum Transfers -- 3.1.2 The Second Welfare Theorem -- 3.1.3 The Direction of Optimal Transfers in the Long Run -- 3.1.4 Reversal of Optimal Transfers Over Time: An Example -- 3.2 PENSIONS -- 3.2.1 Fully Funded System -- 3.2.2 Pay-as-you-go System: Existence of Equilibrium -- 3.2.3 Pay-as-you-go Systems with Constant Pensions -- 3.2.4 Capital Accumulation and Pay-as-you-go Pensions -- 3.2.5 Further Comments -- 3.3 PUBLIC SPENDING -- 3.3.1 Public Spending in the Competitive Economy -- 3.3.2 Public Spending: Optimal Financing -- 3.3.3 Second-best Policies -- 3.4 STUDY OF THE SECOND-BEST PROBLEM -- 3.4.1 Restating the Problem -- 3.4.2 Three Issues -- 3.4.3 A Standard Approach to the Problem -- 3.4.4 An Auxiliary Problem -- 3.5 APPLICATIONS AND EXTENSIONS , 3.5.1 Optimal Growth Rate of Population -- 3.5.2 Application: The Tax on the First Old Generation -- 3.5.3 Application: Financing Future Spending -- 3.5.4 Proportional Government Spending -- 3.6 CONCLUSION -- FOUR Debt -- 4.1 DIAMOND'S MODEL WITH DEBT -- 4.1.1 The Model -- 4.1.2 The Temporary Equilibrium -- 4.1.3 The Inter-temporal Equilibrium with Perfect Foresight -- 4.2 THE INTER-TEMPORAL BUDGET CONSTRAINT OF THE GOVERNMENT -- 4.2.1 Debt with the Two Types of Lump-sum Taxes -- 4.2.2 Debt with a Restriction of Only One Type of Lump-sum Tax -- 4.2.3 Ponzi Games -- 4.3 CONSTANT DEFICIT POLICIES -- 4.3.1 Balanced Budget Policies: Local Analysis -- 4.3.2 Balanced Budget Policies: Graphical Illustration -- 4.3.3 Non-zero Deficit: Local Analysis -- 4.3.4 Non-zero Deficit: Graphical Illustration -- 4.3.5 Ponzi Debt, Money, and Bubbles -- 4.4 CONSTANT DEBT POLICIES -- 4.4.1 Sustainability in the Short Run -- 4.4.2 Sustainability in the Long Run -- 4.4.3 Characteristics of Inter-temporal Equilibria -- 4.4.4 Policy Implications -- 4.5 APPLICATIONS AND EXTENSIONS -- 4.5.1 Constant Debt-Output Ratio -- 4.5.2 Deficits and Cycles -- 4.6 CONCLUSION -- Five Further Issues -- 5.1 DYNASTIC ALTRUISM: A BEQUEST MOTIVE -- 5.1.1 Modeling Voluntary Bequests -- 5.1.2 Marginal Analysis of Bequests -- 5.1.3 Altruism and the Neutrality of Economic Policy -- 5.1.4 When are Bequests Positive? -- 5.2 HUMAN CAPITAL AND EDUCATION -- 5.2.1 Modeling Education -- 5.2.2 Parental Funding: Private vs Public Education -- 5.2.3 Market Funding -- 5.2.4 The Tradeoff between Studying and Working -- 5.3 INTER-GENERATIONAL EXTERNALITIES -- 5.3.1 Inter-generational Taste Externalities in the Competitive Economy -- 5.3.2 The Optimal Allocation -- 5.3.3 Extensions -- 5.3.4 Conclusion -- 5.4 MACRO-ECONOMICS AND GENERAL EQUILIBRIUM -- 5.4.1 Modeling Arrow-Debreu Market Equilibria , 5.4.2 Arrow-Debreu Market Equilibria from... -- 5.4.3 Sequence Equilibrium from... -- 5.4.4 Arrow -Debreu Equilibria from... -- 5.4.5 Example -- 5.4.6 Conclusion -- Technical Appendices -- A.1 production functions -- A.1.1 Homogeneity -- A.1.2 Limits of f(k)and f(k) -- A.1.3 The Marginal Productivity of Labor -- A.1.4 The Limit of ω(k)/k -- A.1.5 The Cobb-Douglas Function as a Limit Case -- A.2 CALCULUS -- A 2.1 The Mean Value Theorem for Derivatives -- A.2.2 The Implicit Function Theorem -- A.2.3 Limits, lim sup, and lim inf -- A.2.4 Limit Points of Multi-dimensional Sequences -- A.3 DYNAMICAL ANALYSIS -- A.3.1 Monotonic Dynamics -- A.3.2 Local Stability (Dimension One) -- A.3.3 Linear Dynamics in the Plane -- A.3.4 Local Stability of Non-linear Dynamics (Dimension 2) -- A.3.5 Bifurcations of Monotonic Dynamics -- A.4 DYNAMIC OPTIMIZATION -- A.4.1 The Value Function -- A.4.2 Necessary and Sufficient Conditions for Optimality -- A.5 CALIBRATION AND SIMULATION -- A.5.1 The Cobb-Douglas Model -- A.5.2 The Model with a CES Production Function -- A.5.3 Introduction of Policies in the Model with CES Production -- A.5.4 Numerical Solution to Non-linear Forward-looking Models -- A.6 STATISTICS -- A.6.1 Dynamics of Distributions -- A.6.2 Normal and Log-normal Distributions -- A.1 PRODUCTION FUNCTIONS -- A.1.1 Homogeneity -- A.1.2 Limits off f(k) and f(k) -- A.1.3 The Marginal Productivity of Labor -- A.1.4 The Limit of omega (k)/k -- A.1.5 The Cobb-Douglas Function as a Limit Case -- List of Definitions -- List of Propositions -- List of Assumptions -- Bibliography -- Author Index -- Subject Index

Weitere Ausg.: Print version de la Croix, David A Theory of Economic Growth Cambridge : Cambridge University Press,c2002 ISBN 9780521806428

Sprache: Englisch

Schlagwort(e): Electronic books

URL: FULL  ((OIS Credentials Required))