Applied computational economics and finance /

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 sub...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Miranda, Mario J. (Author), Fackler, Paul L. (Author)
Format: Electronic eBook
Language:Inglés
Published: Cambridge, Massachusetts ; London, England : The MIT Press, [2002]
Subjects:
Economics > Data processing.
Economics, Mathematical.
Finance > Data processing.
Économie politique > Informatique.
Finances > Informatique.
BUSINESS & ECONOMICS > Economics > Theory.
Economics > Data processing
Economics, Mathematical
Finance > Data processing
Econometrische modellen.
Financiering.
Dataprocessing.
Besliskunde.
Dynamische modellen.
Numerieke methoden.
Algoritmen.
Leermiddelen (vorm)
Online Access:Texto completo
Table of 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.

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