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Applied computational economics and finance

Author: Mario J Miranda; Paul L Fackler
Publisher: Cambridge, Mass. : MIT Press, ©2002.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:

An introduction to the use of computational methods to solve problems in economics and finance.

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Mario J Miranda; Paul L Fackler
ISBN: 0262134209 9780262134200 0262633094 9780262633093
OCLC Number: 50042658
Description: xviii, 510 pages : illustrations (some color) ; 24 cm
Contents: 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 --
App. A. Mathematical Background --
App. B. A MATLAB Primer.
Responsibility: Mario J. Miranda and Paul L. Fackler.

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"One of this book's many strengths is its structure, the way theory-based chapters alternate with analytical ones. This will make it an invaluable resource in the classroom."--Thomas J. Sargent, Read more...

 
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