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Economic and Financial Modeling with Mathematica
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Organization: | University of California at Berkeley |
Department: | Dean of the School of Information Management and Systems |
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Publisher: | TELOS/Springer-Verlag |
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Symbolic Optimization | Designing an Incentive-Compatible Contract | Economic Dynamics | Perturbation Solution Methods for Economic Growth Models | General Equilibrium Models | Symbolic Algebra Programming for Analyzing the Long Run Dynamics of Economic Models | A Program for Finding Nash Equilibria | Cooperative Games | Mathematica and Diffusions | Itovsn3: Doing Stochastic Calculus with Mathematica | Bounded and Unbounded Stochastic Processes | Option Valuation | Nonlinear Systems Estimation: Asset Pricing Model Application | Econometrics.m: A Package for Doing Econometrics in Mathematica | Bayesian Econometrics: Conjugate Analysis and Rejection Sampling | Time Series Models and Mathematica | Decision Analytica: An Example of Bayesian Inference and Decision Theory Using Mathematica
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Hands-on book describing how economists can use Mathematica in their research and teaching. Divided into three sections on economic theory, financial economics, and econometrics. Each chapter describes techniques for solving various economic and financial problems, and then provides Mathematica programs based on each method. An electronic supplement is available.
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autoregressive moving average models, Bayesian economics, econometrics, statistics, Bayes, exchange rates, stochastic processes, probability, game theory, cooperative games
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| README (4 KB) - Listing of files and keywords | | varian.sit.hqx (123.1 KB) - Macintosh binhexed stuffit archive | | varian.tar.gz (75.5 KB) - Compressed Unix tar archive | | varian.zip (84.9 KB) - DOS/Windows PK-Zip archive |
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