Mendeley出力
＜図書＞
Applied computational economics and finance
| 責任表示 | Mario J. Miranda and Paul L. Fackler |
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| データ種別 | 図書 |
| 出版情報 | Cambridge, Mass. : MIT Press , c2002 |
| 本文言語 | 英語 |
| 大きさ | xviii, 510 p. : ill. (some col.) ; 24 cm |
| 概要 | 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 ...echniques 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. 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 Web site library of computer utilities and demonstration programs.続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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中央図 3B | 331.19/M 49/20030279 | 2002 |
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017212003002795 |
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書誌詳細
| 一般注記 | Includes bibliographical references (p. [493]-497) and index |
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| 著者標目 | *Miranda, Mario J Fackler, Paul L. |
| 件 名 | LCSH:Economics -- Data processing
全ての件名で検索
LCSH:Economics, Mathematical LCSH:Finance -- Data processing 全ての件名で検索 |
| 分 類 | LCC:HB143.5 DC21:330/.01/51 |
| 書誌ID | 1000947506 |
| ISBN | 0262134209 |
| NCID | BA59453804 |
| 巻冊次 | ISBN:0262134209 : pbk ; ISBN:0262633094 ; XISBN:9780262633093 |
| 登録日 | 2009.09.16 |
| 更新日 | 2009.09.16 |