1.

Record Nr.

UNINA9910813330103321

Autore

Miranda Mario J

Titolo

Applied computational economics and finance / / Mario J. Miranda and Paul L. Fackler

Pubbl/distr/stampa

Cambridge, Mass., : MIT Press, c2002

ISBN

1-282-09988-4

9786612099885

0-262-27992-4

0-585-44828-0

Edizione

[1st ed.]

Descrizione fisica

1 online resource (529 p.)

Altri autori (Persone)

FacklerPaul L

Disciplina

330/.01/51

Soggetti

Economics - Data processing

Economics, Mathematical

Finance - Data processing

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Bibliographic Level Mode of Issuance: Monograph

Nota di bibliografia

Includes bibliographical references (p. [493]-497) and index.

Nota di contenuto

Intro -- Contents -- Preface -- 1 Introduction -- 2 Linear Equations and Computer Basics -- 3 Nonlinear Equations and Complementarity Problems -- 4 Finite-Dimensional Optimization -- 5 Numerical Integration and Differentiation -- 6 Function Approximation -- 7 Discrete Time, Discrete State Dynamic Models -- 8 Discrete Time, Continuous State Dynamic Models: Theory and Examples -- 9 Discrete Time, Continuous State Dynamic Models: Methods -- 10 Continuous Time Models: Theory and Examples -- 11 Continuous Time Models: Solution Methods -- Appendix A: Mathematical Background -- Appendix B: A MATLAB Primer -- References -- Index.