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Economic and Financial Modeling with Mathematica
Author

Hal R. Varian
Organization: University of California at Berkeley
Department: Dean of the School of Information Management and Systems
URL: http://www.sims.berkeley.edu/~hal
Book information

Publisher: TELOS/Springer-Verlag
Copyright year: 1993
ISBN: 0387978828
Medium: Hardcover
Includes: Floppy disk
Pages: 458
Out of print?: Y
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Contents

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
Description

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.
Subject

*Business and Economics
Keywords

autoregressive moving average models, Bayesian economics, econometrics, statistics, Bayes, exchange rates, stochastic processes, probability, game theory, cooperative games
Related items

*Computational Economics and Finance: Modeling and Analysis with Mathematica   [in Books]
Downloads

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README (4 KB) - Listing of files and keywords
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varian.sit.hqx (123.1 KB) - Macintosh binhexed stuffit archive
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varian.tar.gz (75.5 KB) - Compressed Unix tar archive
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varian.zip (84.9 KB) - DOS/Windows PK-Zip archive