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- Product code: 15500
- ISBN: 0262134209,
ISBN13: 9780262134200,
510 pages, hardback
Published by MIT Press on 2002
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Description of 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 subspecialties of economics and finance, with particular emphasis on problems in agricultural and resource economics, macroeconomics, and finance. The book's web site provides an extensive 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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Contents of Applied Computational Economics and Finance |
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
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About Mario Miranda and Paul L. Fackler |
Mario J. Miranda is Professor and Chair of Graduate Studies, Department of Agricultural, Environmental, and Development Economics, Ohio State University.
Paul L. Fackler is Associate Professor, Department of Agricultural and Resource Economics, North Carolina State University.
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