Applied Computational Economics and Finance by Mario J Miranda

Applied Computational Economics and Finance by Mario J Miranda

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.

Mario J. Miranda is Professor and Chair of Graduate Studies, Department of Agricultural, Environmental, and Development Economics, Ohio State University.

SKU	Unavailable
ISBN 13	9780262134200
ISBN 10	0262134209
Title	Applied Computational Economics and Finance
Author	Mario J Miranda
Condition	Unavailable
Binding Type	Hardback
Publisher	MIT Press Ltd
Year published	2002-10-11
Number of pages	528
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.