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Applied computational economics and finance [[electronic resource] /] / Mario J. Miranda and Paul L. Fackler
| Applied computational economics and finance [[electronic resource] /] / Mario J. Miranda and Paul L. Fackler |
| Autore | Miranda Mario J |
| Pubbl/distr/stampa | Cambridge, Mass., : MIT Press, c2002 |
| Descrizione fisica | 1 online resource (529 p.) |
| Disciplina | 330/.01/51 |
| Altri autori (Persone) | FacklerPaul L |
| Soggetto topico |
Economics - Data processing
Economics, Mathematical Finance - Data processing |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-09988-4
9786612099885 0-262-27992-4 0-585-44828-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910454902303321 |
Miranda Mario J
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| Cambridge, Mass., : MIT Press, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Applied computational economics and finance [[electronic resource] /] / Mario J. Miranda and Paul L. Fackler
| Applied computational economics and finance [[electronic resource] /] / Mario J. Miranda and Paul L. Fackler |
| Autore | Miranda Mario J |
| Pubbl/distr/stampa | Cambridge, Mass., : MIT Press, c2002 |
| Descrizione fisica | 1 online resource (529 p.) |
| Disciplina | 330/.01/51 |
| Altri autori (Persone) | FacklerPaul L |
| Soggetto topico |
Economics - Data processing
Economics, Mathematical Finance - Data processing |
| ISBN |
1-282-09988-4
9786612099885 0-262-27992-4 0-585-44828-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910779830003321 |
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Miranda Mario J
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| Cambridge, Mass., : MIT Press, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Computation and complexity in economic behavior and organization / / Kenneth R. Mount, Stanley Reiter [[electronic resource]]
| Computation and complexity in economic behavior and organization / / Kenneth R. Mount, Stanley Reiter [[electronic resource]] |
| Autore | Mount Kenneth R. |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2002 |
| Descrizione fisica | 1 online resource (ix, 237 pages) : digital, PDF file(s) |
| Disciplina | 330/.01/51 |
| Soggetto topico |
Economics, Mathematical
Organizational behavior Computational complexity |
| ISBN |
1-107-12247-3
0-521-03789-1 1-280-16043-8 1-139-14697-1 0-511-11926-7 0-511-05691-5 0-511-30454-4 0-511-75424-8 0-511-07170-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Half-title; Title; Copyright; Dedication; Contents; Acknowledgments; 1 Introduction; 2 F Networks; 3 Networks of Real-Valued Functions; 4 Applications to Economics; 5 Applications to Games; 6 Lower Bounds and Approximations; 7 Organizations; Appendix A Appendix to Chapter 2: Graph Theory; Appendix B Appendix to Chapter 3: Real-Valued Functions; Appendix C Appendix to Chapter 5: Application to Games; Bibliography; Index |
| Altri titoli varianti | Computation & Complexity in Economic Behavior & Organization |
| Record Nr. | UNINA-9910450497203321 |
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Mount Kenneth R.
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| Cambridge : , : Cambridge University Press, , 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Computation and complexity in economic behavior and organization / / Kenneth R. Mount, Stanley Reiter [[electronic resource]]
| Computation and complexity in economic behavior and organization / / Kenneth R. Mount, Stanley Reiter [[electronic resource]] |
| Autore | Mount Kenneth R. |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2002 |
| Descrizione fisica | 1 online resource (ix, 237 pages) : digital, PDF file(s) |
| Disciplina | 330/.01/51 |
| Soggetto topico |
Economics, Mathematical
Organizational behavior Computational complexity |
| ISBN |
1-107-12247-3
0-521-03789-1 1-280-16043-8 1-139-14697-1 0-511-11926-7 0-511-05691-5 0-511-30454-4 0-511-75424-8 0-511-07170-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Half-title; Title; Copyright; Dedication; Contents; Acknowledgments; 1 Introduction; 2 F Networks; 3 Networks of Real-Valued Functions; 4 Applications to Economics; 5 Applications to Games; 6 Lower Bounds and Approximations; 7 Organizations; Appendix A Appendix to Chapter 2: Graph Theory; Appendix B Appendix to Chapter 3: Real-Valued Functions; Appendix C Appendix to Chapter 5: Application to Games; Bibliography; Index |
| Altri titoli varianti | Computation & Complexity in Economic Behavior & Organization |
| Record Nr. | UNINA-9910783118703321 |
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Mount Kenneth R.
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| Cambridge : , : Cambridge University Press, , 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Dynamic economics [[electronic resource] ] : optimization by the Lagrange method / / Gregory C. Chow
| Dynamic economics [[electronic resource] ] : optimization by the Lagrange method / / Gregory C. Chow |
| Autore | Chow Gregory C. <1929-> |
| Pubbl/distr/stampa | New York, : Oxford University Press, 1997 |
| Descrizione fisica | 1 online resource (249 p.) |
| Disciplina | 330/.01/51 |
| Soggetto topico |
Mathematical optimization
Multipliers (Mathematical analysis) Equilibrium (Economics) Statics and dynamics (Social sciences) Economic development |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-52852-4
1-4294-1527-4 0-19-535631-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; Chapter One: Introduction; 1.1 Dynamic Economics and Optimization; 1.2 Methods of Dynamic Optimization; 1.3 Economic Growth; 1.4 Theories of Market Equilibrium; 1.5 Business Cycles; 1.6 Dynamic Games; 1.7 Models in Finance; 1.8 Models of Investment; 1.9 Numerical Methods for Solving First-Order Conditions in Dynamic Optimization Problems; Chapter Two: Dynamic Optimization in Discrete Time; 2.1 The Method of Lagrange Multipliers by an Example; 2.2 The Method of Dynamic Programming by an Example; 2.3 Solution of a Standard Dynamic Optimization Problem
2.4 Numerical Solution by Linear Approximations of λ and g2.5 Sufficient Conditions for a Globally Optimal Solution; 2.6 Relations to Known Results on Optimization; Problems; Chapter Three: Economic Growth; 3.1 The Brock-Mirman Growth Model; 3.2 A Multi-sector Growth Model; 3.3 A Growth Model Based on Human Capital and Fertility; 3.4 Technology and Economic Growth; 3.5 Research and Development and Economic Growth; Problems; Chapter Four: Theories of Market Equilibrium; 4.1 Asset Prices of an Exchange Economy; 4.2 Equilibrium in a Pure Currency Economy 4.3 A Pure Credit Economy with Linear Utility 4.4 Money and Interest in a Cash-In-Advance Economy; 4.5 A One-Sector Model of General Equilibrium; 4.6 Equilibrium of a Multi-sector Model; 4.7 Equilibrium of a One-Sector Model with Tax Distortion; Problems; Chapter Five: Business Cycles; 5.1 Keynes and the Classics; 5.2 Dynamic Properties of a Multi-sector Model with Technology Shocks; 5.3 Estimating Economic Effects of Political Events in China; 5.4 Estimating and Testing a Base-Line Real Business Cycle Model; 5.5 Real Business Cycles and Labor Market Fluctuations 5.6 Oligopolistic Pricing and Aggregate Demand 5.7 Research on Real Business Cycles; Problems; Chapter Six: Dynamic Games; 6.1 A Formulation of Models of Dynamic Games; 6.2 Price Determination of Duopolists with No Consumer Switching; 6.3 A Characterization of Subgame Perfect Equilibrium for Infinitely Repeated Games; 6.4 A Characterization of Subgame Perfect Equilibrium for Dynamic Games; 6.5 Credible Government Policy; 6.6 Credible Taxation to Redistribute Income; Problems; Chapter Seven: Models in Finance; 7.1 Stochastic Differential Equations 7.2 Dynamic Programming for a Continuous-Time Model 7.3 Solution of a Continuous-Time Optimization Problem by Lagrange Multipliers; 7.4 An Algebraic Method for Finding the Optimal Control Function; 7.5 Optimum Consumption and Portfolio Selection Over Time; 7.6 Capital Asset Pricing with Shifts in Investment Opportunities; 7.7 The Pricing of Options and Corporate Liabilities; 7.8 Asset Pricing and Portfolio Selection with Noise in Supply; 7.9 Asset Pricing and Portfolio Selection with Asymmetric Information; 7.9a The Kalman Filter in Continuous Time; Problems Chapter Eight: Models of Investment |
| Record Nr. | UNINA-9910465485203321 |
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Chow Gregory C. <1929->
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| New York, : Oxford University Press, 1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Dynamic economics [[electronic resource] ] : optimization by the Lagrange method / / Gregory C. Chow
| Dynamic economics [[electronic resource] ] : optimization by the Lagrange method / / Gregory C. Chow |
| Autore | Chow Gregory C. <1929-> |
| Pubbl/distr/stampa | New York, : Oxford University Press, 1997 |
| Descrizione fisica | xiii, 234 p. : ill |
| Disciplina | 330/.01/51 |
| Soggetto topico |
Mathematical optimization
Multipliers (Mathematical analysis) Equilibrium (Economics) Statics and dynamics (Social sciences) Economic development |
| ISBN |
9780195356311
0195356314 1-4294-1527-4 1-280-52852-4 0-19-535631-4 0-19-985503-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910795706703321 |
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Chow Gregory C. <1929->
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| New York, : Oxford University Press, 1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Dynamic economics : optimization by the Lagrange method / / Gregory C. Chow
| Dynamic economics : optimization by the Lagrange method / / Gregory C. Chow |
| Autore | Chow Gregory C. <1929-> |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | New York, : Oxford University Press, 1997 |
| Descrizione fisica | xiii, 234 p. : ill |
| Disciplina | 330/.01/51 |
| Soggetto topico |
Mathematical optimization
Multipliers (Mathematical analysis) Equilibrium (Economics) Statics and dynamics (Social sciences) Economic development |
| ISBN |
9780195356311
0195356314 1-4294-1527-4 1-280-52852-4 0-19-535631-4 0-19-985503-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Contents -- Chapter One: Introduction -- 1.1 Dynamic Economics and Optimization -- 1.2 Methods of Dynamic Optimization -- 1.3 Economic Growth -- 1.4 Theories of Market Equilibrium -- 1.5 Business Cycles -- 1.6 Dynamic Games -- 1.7 Models in Finance -- 1.8 Models of Investment -- 1.9 Numerical Methods for Solving First-Order Conditions in Dynamic Optimization Problems -- Chapter Two: Dynamic Optimization in Discrete Time -- 2.1 The Method of Lagrange Multipliers by an Example -- 2.2 The Method of Dynamic Programming by an Example -- 2.3 Solution of a Standard Dynamic Optimization Problem -- 2.4 Numerical Solution by Linear Approximations of & -- #955 -- and g -- 2.5 Sufficient Conditions for a Globally Optimal Solution -- 2.6 Relations to Known Results on Optimization -- Problems -- Chapter Three: Economic Growth -- 3.1 The Brock-Mirman Growth Model -- 3.2 A Multisector Growth Model -- 3.3 A Growth Model Based on Human Capital and Fertility -- 3.4 Technology and Economic Growth -- 3.5 Research and Development and Economic Growth -- Problems -- Chapter Four: Theories of Market Equilibrium -- 4.1 Asset Prices of an Exchange Economy -- 4.2 Equilibrium in a Pure Currency Economy -- 4.3 A Pure Credit Economy with Linear Utility -- 4.4 Money and Interest in a Cash-In-Advance Economy -- 4.5 A One-Sector Model of General Equilibrium -- 4.6 Equilibrium of a Multisector Model -- 4.7 Equilibrium of a One-Sector Model with Tax Distortion -- Problems -- Chapter Five: Business Cycles -- 5.1 Keynes and the Classics -- 5.2 Dynamic Properties of a Multisector Model with Technology Shocks -- 5.3 Estimating Economic Effects of Political Events in China -- 5.4 Estimating and Testing a Base-Line Real Business Cycle Model -- 5.5 Real Business Cycles and Labor Market Fluctuations -- 5.6 Oligopolistic Pricing and Aggregate Demand.
5.7 Research on Real Business Cycles -- Problems -- Chapter Six: Dynamic Games -- 6.1 A Formulation of Models of Dynamic Games -- 6.2 Price Determination of Duopolists with No Consumer Switching -- 6.3 A Characterization of Subgame Perfect Equilibrium for Infinitely Repeated Games -- 6.4 A Characterization of Subgame Perfect Equilibrium for Dynamic Games -- 6.5 Credible Government Policy -- 6.6 Credible Taxation to Redistribute Income -- Problems -- Chapter Seven: Models in Finance -- 7.1 Stochastic Differential Equations -- 7.2 Dynamic Programming for a Continuous-Time Model -- 7.3 Solution of a Continuous-Time Optimization Problem by Lagrange Multipliers -- 7.4 An Algebraic Method for Finding the Optimal Control Function -- 7.5 Optimum Consumption and Portfolio Selection Over Time -- 7.6 Capital Asset Pricing with Shifts in Investment Opportunities -- 7.7 The Pricing of Options and Corporate Liabilities -- 7.8 Asset Pricing and Portfolio Selection with Noise in Supply -- 7.9 Asset Pricing and Portfolio Selection with Asymmetric Information -- 7.9a The Kalman Filter in Continuous Time -- Problems -- Chapter Eight: Models of Investment -- 8.1 Investment as Exercising an Irreversible Option to Invest -- 8.2 A Simple Model of Investment with Adjustment Cost -- 8.3 Investment as Gradual Capacity Expansion with Adjustment Cost -- 8.4 Optimal Policy for Replacement Investment -- 8.5 Optimal Policy to Retire Human Capital -- 8.6 Some Other Literature on Investment -- Problems -- Chapter Nine: Numerical Methods for Solving First-Order Conditions in Dynamic Optimization Problems -- 9.1 Introduction -- 9.2 Change of Variables -- 9.3 A Short-Cut to Log-Linearize First-Order Conditions -- 9.4 Solving Matrix Riccati Equations Rapidly -- 9.5 Solving Linear First-Order Conditions by the Method of Undetermined Coefficients -- 9.6 Quadratic Approximation to &. #955 -- in Discrete Time -- 9.7 Quadratic Approximation to & -- #955 -- in Continuous Time -- 9.8 Solving First-Order Conditions by the Galerkin Method -- Problems -- References -- List of Mathematical Statements -- Solutions to Selected Problems -- Index -- A -- B -- C -- D -- E -- F -- G -- H -- I -- J -- K -- L -- M -- N -- O -- P -- Q -- R -- S -- T -- U -- V -- W -- Z. |
| Record Nr. | UNINA-9910974007403321 |
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Chow Gregory C. <1929->
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| New York, : Oxford University Press, 1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Increasing Returns and Path Dependence in the Economy [[electronic resource]]
| Increasing Returns and Path Dependence in the Economy [[electronic resource]] |
| Autore | Arthur W. Brian |
| Pubbl/distr/stampa | Ann Arbor, : University of Michigan Press, 2009 |
| Descrizione fisica | 1 online resource (225 p.) |
| Disciplina | 330/.01/51 |
| Collana | Economics, Cognition, And Society |
| Soggetto topico |
Economic development -- Mathematical models
Economics, Mathematical Economies of scale -- Mathematical models Electronic books. -- local Economies of scale - Mathematical models Economic development - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-42357-6
9786612423574 0-472-02240-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents ; Foreword ; Preface ; Acknowledgments ; 1. Positive Feed backs in the Economy ; 2. Competing Technologies, Increasing Returns, and Lock-in By Historical Small Events; 3. Path-Dependent Processes and the Emergence of Macrostructure ; 4. Industry Location Patterns and the Importance of History; 5. Information Contagion ; 6. Urban Systems And Historical Path Dependence; 7. Self-Reinforcing Mechanisms in Economics ; 8. Path Dependence, Self-Reinforcement, and Human Learning; 9. Strategic Pricing in Markets with Increasing Returns
10. Strong Laws for a Class of Path-Dependent Stochastic Processes |
| Record Nr. | UNINA-9910456347203321 |
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Arthur W. Brian
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| Ann Arbor, : University of Michigan Press, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Increasing Returns and Path Dependence in the Economy [[electronic resource]]
| Increasing Returns and Path Dependence in the Economy [[electronic resource]] |
| Autore | Arthur W. Brian |
| Pubbl/distr/stampa | Ann Arbor, : University of Michigan Press, 2009 |
| Descrizione fisica | 1 online resource (225 p.) |
| Disciplina | 330/.01/51 |
| Collana | Economics, Cognition, And Society |
| Soggetto topico |
Economic development -- Mathematical models
Economics, Mathematical Economies of scale -- Mathematical models Electronic books. -- local Economies of scale - Mathematical models Economic development - Mathematical models |
| ISBN |
1-282-42357-6
9786612423574 0-472-02240-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents ; Foreword ; Preface ; Acknowledgments ; 1. Positive Feed backs in the Economy ; 2. Competing Technologies, Increasing Returns, and Lock-in By Historical Small Events; 3. Path-Dependent Processes and the Emergence of Macrostructure ; 4. Industry Location Patterns and the Importance of History; 5. Information Contagion ; 6. Urban Systems And Historical Path Dependence; 7. Self-Reinforcing Mechanisms in Economics ; 8. Path Dependence, Self-Reinforcement, and Human Learning; 9. Strategic Pricing in Markets with Increasing Returns
10. Strong Laws for a Class of Path-Dependent Stochastic Processes |
| Record Nr. | UNINA-9910780704303321 |
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Arthur W. Brian
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| Ann Arbor, : University of Michigan Press, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Information, incentives, and economic mechanisms [[electronic resource] ] : essays in honor of Leonid Hurwicz / / Theodore Groves, Roy Radner, and Stanley Reiter, editors
| Information, incentives, and economic mechanisms [[electronic resource] ] : essays in honor of Leonid Hurwicz / / Theodore Groves, Roy Radner, and Stanley Reiter, editors |
| Pubbl/distr/stampa | Minneapolis, : University of Minnesota Press, c1987 |
| Descrizione fisica | 1 online resource (409 p.) |
| Disciplina | 330/.01/51 |
| Altri autori (Persone) |
GrovesTheodore
RadnerRoy <1927-> ReiterStanley |
| Soggetto topico |
Economics, Mathematical
Mathematical optimization Game theory |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-8166-5535-9
1-4356-0612-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; Preface; I. Introduction; II. Informational Comparisons; III. Information and Stability; IV. Market Mechanisms; V. Nonmarket and General Mechanisms; Contributors |
| Record Nr. | UNINA-9910452149903321 |
| Minneapolis, : University of Minnesota Press, c1987 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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