Leader00779nam a2200253 i 4500
008191022 2019 lv 00000 lav
020 a: 9780262633093
040 a: LB
041 a: eng
080 a: 336.01
1001#a: Miranda, J Mario4: aute: Autors
2451 a: Applied Computational Economics and Financec: Mario J Miranda, Paul L. Fackler
264#1a: Londonb: The MIT Pressc: 2002
300 a: 510 p.
336##a: tekstsb: txt
337##a: tiešuztveres videb: n
338##a: sējumsb: nc
7001 a: Fackler, Paul L.
908##a: Miranda, Mario J.
996##a: BA


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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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