LEADER 03773nam 22006734a 450 001 9910962080803321 005 20251116142803.0 010 $a1-282-09988-4 010 $a9786612099885 010 $a0-262-27992-4 010 $a0-585-44828-0 035 $a(CKB)111056485415648 035 $a(OCoLC)52289330 035 $a(CaPaEBR)ebrary10225285 035 $a(SSID)ssj0000104675 035 $a(PQKBManifestationID)11646050 035 $a(PQKBTitleCode)TC0000104675 035 $a(PQKBWorkID)10086413 035 $a(PQKB)10031692 035 $a(MiAaPQ)EBC3338831 035 $a(Au-PeEL)EBL3338831 035 $a(CaPaEBR)ebr10225285 035 $a(CaONFJC)MIL209988 035 $a(OCoLC)939263543 035 $a(PPN)242355765 035 $a(BIP)46852132 035 $a(BIP)7829118 035 $a(EXLCZ)99111056485415648 100 $a20020620d2002 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt 182 $cc 183 $acr 200 10$aApplied computational economics and finance /$fMario J. Miranda and Paul L. Fackler 205 $a1st ed. 210 $aCambridge, Mass. $cMIT Press$dc2002 215 $a1 online resource (529 p.) 300 $aBibliographic Level Mode of Issuance: Monograph 311 08$a0-262-13420-9 320 $aIncludes bibliographical references (p. [493]-497) and index. 327 $aIntro -- 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. 330 $aThis 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. 606 $aEconomics$xData processing 606 $aEconomics, Mathematical 606 $aFinance$xData processing 615 0$aEconomics$xData processing. 615 0$aEconomics, Mathematical. 615 0$aFinance$xData processing. 676 $a330/.01/51 700 $aMiranda$b Mario J$0473353 701 $aFackler$b Paul L$0630496 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910962080803321 996 $aApplied computational economics and finance$937913 997 $aUNINA