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折優惠：HK$74.4
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Applied Computational Economics and Finance
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沒有庫存
訂購需時10-14天
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9780262134200 | |
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Miranda | |
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指南書局 | |
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2002年1月01日
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550.00 元
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HK$ 495
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詳
細
資
料
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* 叢書系列：經濟類
* 規格：精裝 / 普級 / 單色印刷 / 初版
* 出版地：美國
經濟類
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類
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[ 尚未分類 ] |
同
類
書
推
薦
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內
容
簡
介
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@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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目
錄
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ntroduction
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
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