Computational Economics and Finance: Modeling and Analysis with Mathematica®

Computational Economics and Finance: Modeling and Analysis with Mathematica®

by Hal R. Varian
ISBN-10:
1461275105
ISBN-13:
9781461275107
Pub. Date:
09/27/2011
Publisher:
Springer New York
ISBN-10:
1461275105
ISBN-13:
9781461275107
Pub. Date:
09/27/2011
Publisher:
Springer New York
Computational Economics and Finance: Modeling and Analysis with Mathematica®

Computational Economics and Finance: Modeling and Analysis with Mathematica®

by Hal R. Varian

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Overview

This book/software package divulges the combined knowledge of a whole international community of Mathematica users - from the fields of economics, finance, investments, quantitative business and operations research. The 23 contributors - all experts in their fields - take full advantage of the latest updates of Mathematica in their presentations and equip both current and prospective users with tools for professional, research and educational projects. The real-world and self-contained models provided are applicable to an extensive range of contemporary problems. The DOS disk contains Notebooks and packages which are also available online from the TELOS site.

Product Details

ISBN-13: 9781461275107
Publisher: Springer New York
Publication date: 09/27/2011
Edition description: Softcover reprint of the original 1st ed. 1996
Pages: 468
Product dimensions: 7.01(w) x 10.00(h) x 0.04(d)

Table of Contents

Economics.- 1 Linear Programming with Mathematica: The Simplex Algorithm.- 2 Linear Programming with Mathematica: Sensitivity Analysis.- 3 Optimization with Mathematica.- 4 Optimizing with Piecewise Smooth Functions.- 5 Data Screening and Data Envelopment Analysis.- 6 Efficiency in Production and Consumption.- 7 Cost Allocation.- 8 Simulating the Effects of Mergers Among Noncooperative Oligopolists.- Finance.- 9 Auctions.- 10 Yield Management.- 11 Implementing Numerical Option Pricing Models.- 12 YieldCurve.- Statistics.- 13 Log Spectral Analysis: Variance Components of Asset Prices.- 14 Data Analysis Using Mathematica.- 15 Doing Monte Carlo Studies with Mathematica.- 16 Random[Title]: Manipulating Probability Density Functions.
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