Economic and Financial Modeling with Mathematica -- from Wolfram Library Archive

Title

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

1993

ISBN:

0387978828

Medium:

Hardcover

Includes:

Floppy disk

Pages:

458

Out of print?:

Buy this book

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