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

• Autore: Miranda Mario J
• Pubblicazione: Cambridge, Mass., : MIT Press, c2002
• Edizione: 1st ed.
• Descrizione fisica: 1 online resource (529 p.)
• Disciplina: 330/.01/51
• Soggetto topico: Economics - Data processing; Economics, Mathematical; Finance - Data processing
• Altri autori: FacklerPaul L
• 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.
• Sommario/riassunto: 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.
• Titolo autorizzato: Applied computational economics and finance
• ISBN: 1-282-09988-4; 9786612099885; 0-262-27992-4; 0-585-44828-0
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910962080803321
• Lo trovi qui: Univ. Federico II