Computational Economics and Finance

Name: Computational Economics and Finance
Author: Hal R. Varian

Modeling and Analysis with Mathematica®

Specificaties

Paperback, 468 blz. | Engels

Springer New York | 0e druk, 2011

ISBN13: 9781461275107

Rubricering

Springer New York 0e druk, 2011 9781461275107

60,99

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Samenvatting

This book/software package divulges the combined knowledge of a whole international community of Mathematica users - from the fields of economics, finance, investments, quantitative business and operations research. The 23 contributors - all experts in their fields - take full advantage of the latest updates of Mathematica in their presentations and equip both current and prospective users with tools for professional, research and educational projects. The real-world and self-contained models provided are applicable to an extensive range of contemporary problems. The DOS disk contains Notebooks and packages which are also available online from the TELOS site.

Specificaties

ISBN13:9781461275107

Taal:Engels

Bindwijze:paperback

Aantal pagina's:468

Uitgever:Springer New York

Druk:0

Hoofdrubriek:Economie, Computer en informatica

Inhoudsopgave

Economics.- 1 Linear Programming with Mathematica: The Simplex Algorithm.- 2 Linear Programming with Mathematica: Sensitivity Analysis.- 3 Optimization with Mathematica.- 4 Optimizing with Piecewise Smooth Functions.- 5 Data Screening and Data Envelopment Analysis.- 6 Efficiency in Production and Consumption.- 7 Cost Allocation.- 8 Simulating the Effects of Mergers Among Noncooperative Oligopolists.- Finance.- 9 Auctions.- 10 Yield Management.- 11 Implementing Numerical Option Pricing Models.- 12 YieldCurve.- Statistics.- 13 Log Spectral Analysis: Variance Components of Asset Prices.- 14 Data Analysis Using Mathematica.- 15 Doing Monte Carlo Studies with Mathematica.- 16 Random[Title]: Manipulating Probability Density Functions.