03773nam 22006734a 450 991096208080332120251116142803.01-282-09988-497866120998850-262-27992-40-585-44828-0(CKB)111056485415648(OCoLC)52289330(CaPaEBR)ebrary10225285(SSID)ssj0000104675(PQKBManifestationID)11646050(PQKBTitleCode)TC0000104675(PQKBWorkID)10086413(PQKB)10031692(MiAaPQ)EBC3338831(Au-PeEL)EBL3338831(CaPaEBR)ebr10225285(CaONFJC)MIL209988(OCoLC)939263543(PPN)242355765(BIP)46852132(BIP)7829118(EXLCZ)9911105648541564820020620d2002 uy 0engurcn|||||||||txtccrApplied computational economics and finance /Mario J. Miranda and Paul L. Fackler1st ed.Cambridge, Mass. MIT Pressc20021 online resource (529 p.)Bibliographic Level Mode of Issuance: Monograph0-262-13420-9 Includes bibliographical references (p. [493]-497) and index.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.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.EconomicsData processingEconomics, MathematicalFinanceData processingEconomicsData processing.Economics, Mathematical.FinanceData processing.330/.01/51Miranda Mario J473353Fackler Paul L630496MiAaPQMiAaPQMiAaPQBOOK9910962080803321Applied computational economics and finance37913UNINA