Applied Computational Economics and Finance (MIT Press)

4,5 valoración promedio
( 6 valoraciones por Goodreads )
 
9780262633093: Applied Computational Economics and Finance (MIT Press)

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.

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About the Author:

Paul L. Fackler is Associate Professor, Department of Agricultural and Resource Economics, North Carolina State University.



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

Review:

One of this book's many strengths is its structure, the way theory-based chapters alternate with analytical ones. This will make it an invaluable resource in the classroom.

(Thomas J. Sargent, Hoover Institution, Stanford University)

This book ties together numerical methods with state-of-the-art mathematical tools in a user-friendly way. It should be part of the program in 'math camps' for incoming graduate students in economics and finance. The Matlab programs are a very useful resource for anyone doing applied research.

(Paul D. McNelis, Professor of Economics, Georgetown University)

This book is an important contribution to the rapidly growing literature on computational economics and finance. It provides an extremely well-integrated presentation of dynamic economic models and some of the most effective numerical methods for solving them. It reinforces these ideas by providing illustrative solutions written in Matlab. This book should enable most people who do not have extensive prior background in computation to understand the key methods and ideas, and to actually begin applying these methods to their own problems. I think it will be an essential part of the toolkit of the applied practitioner in economics or finance.

(John Rust, Professor of Economics, University of Maryland)

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ISBN 10: 0262633094 ISBN 13: 9780262633093
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Descripción MIT Press. Estado de conservación: New. Brand New. Nº de ref. de la librería 0262633094

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Descripción MIT Press, 2004. PAP. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería WM-9780262633093

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Descripción 2004. PAP. Estado de conservación: New. New Book.Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. de la librería IB-9780262633093

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Mario J. Miranda, Paul L. Fackler
Editorial: MIT Press Ltd, United States (2004)
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Descripción MIT Press Ltd, United States, 2004. Paperback. Estado de conservación: New. Language: English . Brand New Book. 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. Nº de ref. de la librería AAH9780262633093

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Mario J. Miranda, Paul L. Fackler
Editorial: MIT Press Ltd, United States (2004)
ISBN 10: 0262633094 ISBN 13: 9780262633093
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Descripción MIT Press Ltd, United States, 2004. Paperback. Estado de conservación: New. Language: English . Brand New Book. 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. Nº de ref. de la librería AAH9780262633093

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Marie J. Miranda, Paul L. Fackler
Editorial: MIT Press Ltd
ISBN 10: 0262633094 ISBN 13: 9780262633093
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Descripción MIT Press Ltd. Paperback. Estado de conservación: new. BRAND NEW, Applied Computational Economics and Finance, Marie J. Miranda, Paul L. Fackler, 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. Nº de ref. de la librería B9780262633093

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Mario J. Miranda, Paul L. Fackler
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ISBN 10: 0262633094 ISBN 13: 9780262633093
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Descripción MIT Press Ltd, United States, 2004. Paperback. Estado de conservación: New. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. 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. Nº de ref. de la librería BTE9780262633093

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Mario J. Miranda, Paul L. Fackler
Editorial: The MIT Press (2002)
ISBN 10: 0262633094 ISBN 13: 9780262633093
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Descripción The MIT Press, 2002. Paperback. Estado de conservación: New. Nº de ref. de la librería DADAX0262633094

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