skip to content
Computational economics and finance : modeling and analysis with Mathematica Preview this item
ClosePreview this item
Checking...

Computational economics and finance : modeling and analysis with Mathematica

Author: Hal R Varian
Publisher: Santa Clara, Calif. : Springer-TELOS, [1996] ©1996
Edition/Format:   Print book : 3.5 in. disc : Program   Computer File : EnglishView all editions and formats
Summary:
This collection of articles is edited by Hal Varian, Dean of the School of Information Management and Systems, University of California, Berkeley. It provides a high quality and practical selection of contributed articles that impart the expertise of an international contingent of Mathematica users from the economic, financial, investments, quantitative business and operations research communities.
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy online

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Software
Material Type: Program, Internet resource
Document Type: Book, Computer File, Internet Resource
All Authors / Contributors: Hal R Varian
ISBN: 0387945180 9780387945187
OCLC Number: 36438694
Notes: "This collection of articles ... breaks new ground and builds upon ... Economic and financial modeling with Mathematica (TELOS/Springer-Verlag 1993)"--Page 4 of cover.
Description: xiv, 468 pages : illustrations ; 25 cm + 1 computer disc (3 1/2 in.)
Details: System requirements for accompanying computer disk: DOS; files can be read on DOS/Windows, Macintosh, NeXT, and UNIX computers.
Contents: Linear programming with mathematica : the simplex algorithm ; Linear programming with mathematica : sensitivity analysis / Michael Carter --
Optimization with mathematica / J.-C. Culioli --
Optimizing with piecewise smooth functions / Paul A. Rubin --
Data screening and data envelopment analysis / Eduardo Ley --
Efficiency in production and consumption / Hal R. Varian --
Cost allocation / William W. Sharkey --
Simulating the effects of mergers among noncooperative oligopolists / Luke M. Froeb and Gregory J. Werden --
Auctions / John Dickhaut, Steve Gjerstad, and Arijit Mukherji --
Yield management / Ward Hanson --
Implementing numerical option pricing models / Simon Benninga, Raz Steinmetz, and John Stroughair --
YieldCurve / Mark Fisher and David Zervos --
Log spectral analysis : variance components of asset prices / Luke M. Froeb --
Data analysis using mathematica / Robert A. Stine --
Doing Monte Carlo studies with mathematica / David A. Belsley --
Random[title] : manipulating probability density functions / Colin Rose and Murray D. Smith.
Other Titles: Economic and financial modeling with Mathematica.
Responsibility: Hal R. Varian, editor.
More information:

Abstract:

This book/software package divulges the combined knowledge of a whole international community of Mathematica users - from the fields of economics, finance, investments, quantitative business and  Read more...

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/36438694> # Computational economics and finance : modeling and analysis with Mathematica
    a schema:Book, schema:CreativeWork ;
   library:oclcnum "36438694" ;
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/cau> ;
   rdfs:comment "Unknown 'gen' value: pgm" ;
   rdfs:seeAlso <http://experiment.worldcat.org/entity/work/data/807869289#CreativeWork/economic_and_financial_modeling_with_mathematica> ; # Economic and financial modeling with Mathematica.
   schema:about <http://experiment.worldcat.org/entity/work/data/807869289#Topic/modeles_econometriques> ; # Modèles économétriques
   schema:about <http://experiment.worldcat.org/entity/work/data/807869289#Topic/modeles_mathematiques_logiciels> ; # Modèles mathématiques--Logiciels
   schema:about <http://experiment.worldcat.org/entity/work/data/807869289#CreativeWork/athematica_logiciel> ; # Athematica (logiciel)
   schema:about <http://experiment.worldcat.org/entity/work/data/807869289#CreativeWork/mathematica_computer_file> ; # Mathematica (Computer file)
   schema:about <http://experiment.worldcat.org/entity/work/data/807869289#Topic/finance_econometric_models_computer_programs> ; # Finance--Econometric models--Computer programs
   schema:about <http://id.worldcat.org/fast/901567> ; # Econometric models
   schema:about <http://experiment.worldcat.org/entity/work/data/807869289#Topic/mathematica_logiciel> ; # Mathematica (logiciel)
   schema:about <http://experiment.worldcat.org/entity/work/data/807869289#Topic/econometric_models_computer_programs> ; # Econometric models--Computer programs
   schema:about <http://id.worldcat.org/fast/901568> ; # Econometric models--Computer programs
   schema:about <http://experiment.worldcat.org/entity/work/data/807869289#Topic/finances_logiciels> ; # Finances--Logiciels
   schema:about <http://id.worldcat.org/fast/1372712> ; # Mathematica (Computer file)
   schema:about <http://dewey.info/class/510.285536/e20/> ;
   schema:bookFormat bgn:PrintBook ;
   schema:contributor <http://viaf.org/viaf/108384779> ; # Hal R. Varian
   schema:copyrightYear "1996" ;
   schema:datePublished "1996" ;
   schema:description "Linear programming with mathematica : the simplex algorithm ; Linear programming with mathematica : sensitivity analysis / Michael Carter -- Optimization with mathematica / J.-C. Culioli -- Optimizing with piecewise smooth functions / Paul A. Rubin -- Data screening and data envelopment analysis / Eduardo Ley -- Efficiency in production and consumption / Hal R. Varian -- Cost allocation / William W. Sharkey -- Simulating the effects of mergers among noncooperative oligopolists / Luke M. Froeb and Gregory J. Werden -- Auctions / John Dickhaut, Steve Gjerstad, and Arijit Mukherji -- Yield management / Ward Hanson -- Implementing numerical option pricing models / Simon Benninga, Raz Steinmetz, and John Stroughair -- YieldCurve / Mark Fisher and David Zervos -- Log spectral analysis : variance components of asset prices / Luke M. Froeb -- Data analysis using mathematica / Robert A. Stine -- Doing Monte Carlo studies with mathematica / David A. Belsley -- Random[title] : manipulating probability density functions / Colin Rose and Murray D. Smith."@en ;
   schema:description "This collection of articles is edited by Hal Varian, Dean of the School of Information Management and Systems, University of California, Berkeley. It provides a high quality and practical selection of contributed articles that impart the expertise of an international contingent of Mathematica users from the economic, financial, investments, quantitative business and operations research communities."@en ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/807869289> ;
   schema:genre "Software"@en ;
   schema:inLanguage "en" ;
   schema:name "Computational economics and finance : modeling and analysis with Mathematica"@en ;
   schema:productID "36438694" ;
   schema:url <http://catdir.loc.gov/catdir/enhancements/fy0815/96200216-t.html> ;
   schema:url <http://www.ulb.tu-darmstadt.de/tocs/50080598.pdf> ;
   schema:url <http://swbplus.bsz-bw.de/bsz054766435vlg.htm> ;
   schema:workExample <http://worldcat.org/isbn/9780387945187> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/36438694> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/807869289#CreativeWork/economic_and_financial_modeling_with_mathematica> # Economic and financial modeling with Mathematica.
    a schema:CreativeWork ;
   schema:name "Economic and financial modeling with Mathematica." ;
    .

<http://experiment.worldcat.org/entity/work/data/807869289#CreativeWork/mathematica_computer_file> # Mathematica (Computer file)
    a schema:CreativeWork ;
   schema:name "Mathematica (Computer file)" ;
    .

<http://experiment.worldcat.org/entity/work/data/807869289#Topic/finance_econometric_models_computer_programs> # Finance--Econometric models--Computer programs
    a schema:Intangible ;
   schema:hasPart <http://id.loc.gov/authorities/subjects/sh2008120472> ;
   schema:name "Finance--Econometric models--Computer programs"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/807869289#Topic/finances_logiciels> # Finances--Logiciels
    a schema:Intangible ;
   schema:name "Finances--Logiciels"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/807869289#Topic/mathematica_logiciel> # Mathematica (logiciel)
    a schema:Intangible ;
   schema:name "Mathematica (logiciel)"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/807869289#Topic/modeles_econometriques> # Modèles économétriques
    a schema:Intangible ;
   schema:name "Modèles économétriques"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/807869289#Topic/modeles_mathematiques_logiciels> # Modèles mathématiques--Logiciels
    a schema:Intangible ;
   schema:name "Modèles mathématiques--Logiciels"@en ;
    .

<http://id.worldcat.org/fast/1372712> # Mathematica (Computer file)
    a schema:CreativeWork ;
   schema:name "Mathematica (Computer file)" ;
    .

<http://id.worldcat.org/fast/901567> # Econometric models
    a schema:Intangible ;
   schema:name "Econometric models"@en ;
    .

<http://id.worldcat.org/fast/901568> # Econometric models--Computer programs
    a schema:Intangible ;
   schema:name "Econometric models--Computer programs"@en ;
    .

<http://viaf.org/viaf/108384779> # Hal R. Varian
    a schema:Person ;
   schema:familyName "Varian" ;
   schema:givenName "Hal R." ;
   schema:name "Hal R. Varian" ;
    .

<http://worldcat.org/isbn/9780387945187>
    a schema:ProductModel ;
   schema:isbn "0387945180" ;
   schema:isbn "9780387945187" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.