Title:
Applied computational economics and finance
Personal Author:
Publication Information:
Cambridge, MA : The MIT Press, 2002
ISBN:
9780262134200
Added Author:
Available:*
Library | Item Barcode | Call Number | Material Type | Item Category 1 | Status |
|---|---|---|---|---|---|
Searching... | 30000004997643 | HB143.5 M57 2002 | Open Access Book | Book | Searching... |
Searching... | 30000005181692 | HB143.5 M57 2002 | Open Access Book | Book | Searching... |
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Summary
Summary
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.
Author Notes
Paul L. Fackler is Associate Professor, Department of Agricultural and Resource Economics, North Carolina State University.
Table of Contents
| Preface | p. xv |
| 1 Introduction | p. 1 |
| 2 Linear Equations and Computer Basics | p. 7 |
| 3 Nonlinear Equations and Complementarity Problems | p. 29 |
| 4 Finite-Dimensional Optimization | p. 59 |
| 5 Numerical Integration and Differentiation | p. 85 |
| 6 Function Approximation | p. 115 |
| 7 Discrete Time, Discrete State Dynamic Models | p. 155 |
| 8 Discrete Time, Continuous State Dynamic Models: Theory and Examples | p. 189 |
| 9 Discrete Time, Continuous State Dynamic Models: Methods | p. 223 |
| 10 Continuous Time Models: Theory and Examples | p. 311 |
| 11 Continuous Time Models: Solution Methods | p. 371 |
| Appendix A Mathematical Background | p. 459 |
| Appendix B A MATLAB Primer | p. 477 |
| References | p. 493 |
| Index | p. 499 |
