Prospectus for
Economic and Financial Modeling with Mathematica
Hal Varian
University of Michigan
Mathematica is a computer program for doing symbolic, numeric, and graphical analysis of mathematical problems. It can be of great use to economic and financial analysts since it can do so many different things. Rather than using a yellow pad to do algebra, a calculator to do numerics, statistical software to do estimation, and an artist to do graphics, an economist can do all these things in one unified environment: Mathematica.
Contents
This book will collect together articles by a number of economists and financial analysts that show how Mathematica can be used to analyze economic problems. Here is a tentative table of contents.
David Belsley (Boston College) Econometrics
Hal Varian (U Michigan) Symbolic Optimization
John Eckalbar (Cal State, Chico) Dynamics
John Dickhaut (UMinn) Nash Equilibrium
Todd Kaplan (UMinn)
Steve Brown (NYU) Nonlinear estimation in finance
Valuing derivative assets?
Ross Miller (General Electric) Option Pricing
Asahi Noguchi (Senshu U, Japan) General equilibrium analysis
Mike Steele (UPenn) Stochastic calculus
Bob Stine (UPenn)
Wilfrid Kendall (Warwick) Stochastic calculus
Bob Stine (UPenn) Time series analysis
Todd Kaplan (UMinn) Incentives
Arijit Mukherji (UMinn)
Michael Chwe (UChicago) Extensive form games
Colin Rose ( USydney) Exchange Rate Target Zones
Robert Korsan (Decisions, Decisions!) Decison analysis
Gary Anderson (UMaryland) Rational expectations
Ken Judd (Stanford Univ) Optimal growth
Raimon Marimon (UBarcelona) International trade
Eduardo Ley (UCarlos III, Madrid) Bayesian econometrics
Mark Steel (UCarlosIII, Madrid)
The articles will be written for the novice Mathematica user, with separate sections for "how to use the Package" and "how we developed the Package". We will distribute a 3.5 inch disk with the book.
ISBN Number 0-387-97882-8