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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| Main Authors: | , |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge, Massachusetts ; London, England :
The MIT Press,
[2002]
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| Subjects: | |
| Online Access: |
Full text (MFA users only) |
| ISBN: | 9780262279925 0262279924 0585448280 9780585448282 9780262134200 0262134209 |
| Local Note: | ProQuest Ebook Central |
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.