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Applied Computational Economics and Finance

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Applied Computational Economics and Finance

Applied Computational Economics and Finance

510 pages, parution le 04/10/2004

Résumé

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.

L'auteur Mario J. Miranda

Mario J. Miranda is Professor and Chair of Graduate Studies, Department of Agricultural, Environmental, and Development Economics, Ohio State University.

L'auteur Paul L. Fackler

Paul L. Fackler is Associate Professor, Department of Agricultural and Resource Economics, North Carolina State University.

Sommaire

  • Introduction
  • Linear Equations and Computer Basics
  • Nonlinear Equations and Complementarity Problems
  • Finite-Dimensional Optimization
  • Numerical Integration and Differentiation
  • Function Approximation
  • Discrete Time, Discrete State Dynamic Models
  • Discrete Time, Continuous State Dynamic Models: Theory and Examples
  • Discrete Time, Continuous State Dynamic Models: Methods
  • Continuous Time Models: Theory and Examples
  • Continuous Time Models: Solution Methods
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Caractéristiques techniques du livre "Applied Computational Economics and Finance"

  PAPIER
Éditeur(s) The MIT Press
Auteur(s) Mario J. Miranda, Paul L. Fackler
Parution 04/10/2004
Nb. de pages 510
Format 17 x 22
Couverture Broché
Poids 423g
Intérieur Noir et Blanc
EAN13 9780262633093
ISBN13 978-0-262-63309-3
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