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Applied computational economics and finance

Autore: Mario J Miranda; Paul L Fackler
Editore: Cambridge, Mass. : MIT Press, ©2002.
Edizione/Formato:   Libro a stampa : EnglishVedi tutte le edizioni e i formati
Banca dati:WorldCat
Sommario:

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

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Tipo materiale: Risorsa internet
Tipo documento Libro, Risorsa Internet
Tutti gli autori / Collaboratori: Mario J Miranda; Paul L Fackler
{0} 0262134209 9780262134200 0262633094 9780262633093
Numero OCLC: 50042658
Descrizione: xviii, 510 pages : illustrations (some color) ; 24 cm
Contenuti: 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.
Responsabilità: 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, Per saperne di più…

 
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