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Dana, Rose-Anne 1947-

Overview
Works: 33 works in 152 publications in 3 languages and 1,483 library holdings
Genres: Handbooks and manuals 
Roles: Author, Editor, Thesis advisor
Classifications: HG6024.A3, 332.0151955
Publication Timeline
Key
Publications about Rose-Anne Dana
Publications by Rose-Anne Dana
Most widely held works by Rose-Anne Dana
Financial markets in continuous time by Rose-Anne Dana( Book )
31 editions published between 1998 and 2007 in English and Undetermined and held by 279 libraries worldwide
In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling. This approach has its roots in the foundational work of the Nobel laureates Black, Scholes and Merton. Asset prices are further assumed to be rationalizable, that is, determined by equality of demand and supply on some market. This approach has its roots in the foundational work on General Equilibrium of the Nobel laureates Arrow and Debreu and in the work of McKenzie. This book has four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of general equilibrium theory, and applies this in financial markets. The last part is more advanced and tackles market incompleteness and the valuation of exotic options in a complete market
Marchés financiers en temps continu : valorisation et équilibre by Rose-Anne Dana( Book )
13 editions published between 1994 and 1998 in French and Italian and held by 164 libraries worldwide
Dynamic programming in economics by Cuong Le Van( Book )
11 editions published between 2003 and 2010 in English and held by 145 libraries worldwide
Handbook on optimal growth by Rose-Anne Dana( Book )
34 editions published between 2006 and 2011 in English and Undetermined and held by 121 libraries worldwide
"The problem of efficient or optimal allocation of resources is a fundamental concern of economic analysis. The theory of optimal economic growth can be viewed as an aspect of this central theme, which emphasizes in general the issues arising in the allocation of resources over an infinite time horizon, and in particular the consumption-investment decision process in models in which there is no natural ""terminal date"". This broad scope of ""optimal growth theory"" is one which has evolved over time, as economists have discovered new interpretations of its central results, as well as new applications of its basic methods. The Handbook on Optimal Growth provides surveys of significant results of the theory of optimal growth, as well as the techniques of dynamic optimization theory on which they are based. Armed with the results and methods of this theory, a researcher will be in an advantageous position to apply these versatile methods of analysis to new issues in the area of dynamic economics."
Asymptotic properties of a Leontief economy by Rose-Anne Dana( Book )
11 editions published between 1985 and 1988 in English and French and held by 17 libraries worldwide
Handbook of optimal growth ( file )
1 edition published in 2006 in English and held by 9 libraries worldwide
On the different notions of arbitrage and existence of equilibrium by Rose-Anne Dana( Book )
5 editions published between 1996 and 1999 in English and held by 7 libraries worldwide
On a discrete version of Kaldor's 1940 cycle model by R. A Dana( Book )
3 editions published in 1981 in English and held by 7 libraries worldwide
Arbitrage, duality and asset equilibria by Rose-Anne Dana( Book )
4 editions published in 1996 in English and held by 6 libraries worldwide
General equilibrium in asset markets with or without short-selling by Rose-Anne Dana( Book )
3 editions published in 1994 in English and held by 6 libraries worldwide
On the structure of Pareto-optima in an infinite horizon economy where agents have recursive preferences by Rose-Anne Dana( Book )
4 editions published in 1987 in English and held by 6 libraries worldwide
Optimal growth and Pareto-optimality by Rose-Anne Dana( Book )
3 editions published in 1987 in English and French and held by 5 libraries worldwide
Financial Markets in Continuous Time by Rose-Anne Dana( file )
1 edition published in 2007 in English and held by 5 libraries worldwide
A note on the Bellman equation of the "overtaking criterion" by Rose-Anne Dana( Book )
3 editions published in 1988 in English and French and held by 4 libraries worldwide
Comportement asymptotique de l'équilibre général en horizon fini by Rose-Anne Dana( Book )
4 editions published in 1984 in French and held by 4 libraries worldwide
Stabilité et instabilité de modèles intertemporels de croissance, d'équilibre et de jeux by Rose-Anne Dana( Book )
3 editions published in 1987 in French and held by 3 libraries worldwide
Optimal risk-sharing rules and equilibria with non-additive expected utility by Alain Chateauneuf( Book )
2 editions published in 1997 in English and held by 3 libraries worldwide
Discrete time ( file )
1 edition published in 2006 in English and held by 0 libraries worldwide
 
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Languages
English (111)
French (23)
Italian (1)
Covers
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