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