Applied Computational Economics and Finance

摘要: From the Publisher: This book presents a variety of computational methods used to solve dynamic problems in economics and finance. It emphasizes practical numerical rather than mathematical proofs focuses on techniques that apply directly economic analyses. The examples are drawn from wide range subspecialties finance, with particular emphasis agricultural resource economics, macroeconomics, also provides an extensive Web-site library computer utilities demonstration programs. The is divided into two parts. first part develops basic methods, including linear nonlinear equation complementarity finite-dimensional optimization, integration differentiation, function approximation. second for solving stochastic models programming, rational expectations, arbitrage pricing discrete continuous time. uses MATLAB illustrate algorithms includes toolbox help readers develop their own applications.