Applied computational economics and finance

Mario J. Miranda and Paul L. Fackler

This book presents a variety of computational methods used to solve dynamic problems in economics and finance. It emphasizes practical numerical methods rather than mathematical proofs and focuses on techniques that apply directly to economic analyses. The examples are drawn from a wide range of subspecialties of economics and finance, with particular emphasis on problems in agricultural and resource economics, macroeconomics, and finance. The book also provides an extensive Web-site library of computer utilities and demonstration programs.The book is divided into two parts. The first part develops basic numerical methods, including linear and nonlinear equation methods, complementarity methods, finite-dimensional optimization, numerical integration and differentiation, and function approximation. The second part presents methods for solving dynamic stochastic models in economics and finance, including dynamic programming, rational expectations, and arbitrage pricing models in discrete and continuous time. The book uses MATLAB to illustrate the algorithms and includes a utilities toolbox to help readers develop their own computational economics applications.

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この本の情報

書名 Applied computational economics and finance
著作者等 Fackler, Paul L.
Miranda, Mario J
Miranda Marie J.
出版元 MIT Press
刊行年月 c2002
ページ数 xviii, 510 p.
大きさ 24 cm
ISBN 0262633094
9780262134200
NCID BA59453804
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言語 英語
出版国 アメリカ合衆国
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