ENGLISH

Applied Computational Economics and Finance

By Mario J. Miranda , Paul L. Fackler

Book information

Publisher
The MIT Press
Year
2002
ISBN
0262134209, 9780585448282, 9780262633093, 9780262134200, 0262633094
Open Library ID
OL9601010M
Language
english
Format
PDF
Filesize
3 MB (3366054 bytes)
Pages
521\521
Library
Kolxo3
Time added
2010-07-29 05:14:56

Description

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 subspecialties of economics and finance, with particular emphasis on problems in agricultural and resource economics, macroeconomics, and finance. The book also provides an extensive Web-site library of computer utilities and demonstration programs. The book is divided into two parts. The first part develops basic numerical methods, including linear and nonlinear equation methods, complementarity methods, finite-dimensional optimization, numerical integration and differentiation, and function approximation. The second part presents methods for solving dynamic stochastic models in economics and finance, including dynamic programming, rational expectations, and arbitrage pricing models in discrete and continuous time. The book uses MATLAB to illustrate the algorithms and includes a utilities toolbox to help readers develop their own computational economics applications.

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