Programming Languages and Systems in Computational Economics and Finance / Edition 1

Programming Languages and Systems in Computational Economics and Finance / Edition 1

by Soren Bo Nielsen
     
 

ISBN-10: 1402071396

ISBN-13: 9781402071393

Pub. Date: 10/30/2007

Publisher: Springer US

Each of these 15 papers examines a particular system, language, model, or paradigm related to a computational discipline. Among the topics discussed are: models and modeling, high level and object-oriented approaches, maple and MATLAB, and options and differential equations. Contributors include economists, mathematicians, computer scientists, and other researchers.…  See more details below

Overview

Each of these 15 papers examines a particular system, language, model, or paradigm related to a computational discipline. Among the topics discussed are: models and modeling, high level and object-oriented approaches, maple and MATLAB, and options and differential equations. Contributors include economists, mathematicians, computer scientists, and other researchers. Annotation (c)2003 Book News, Inc., Portland, OR

Product Details

ISBN-13:
9781402071393
Publisher:
Springer US
Publication date:
10/30/2007
Series:
Advances in Computational Economics Series, #18
Edition description:
2002
Pages:
460
Product dimensions:
6.10(w) x 9.25(h) x 0.04(d)

Table of Contents

Preface
Contributing Authors
Pt. IModels and Modelling
1COIN-OR: An Open-Source Library for Optimization3
2Macroeconomics: What can we learn from the Dynamical Systems literature?33
3The rapid implementation of asset/liability models for risk management63
4Human and Organization Challenges to the Use of Optimization93
Pt. IIHigh-level and Object Oriented Approaches
5Object-oriented Programming using Ox115
6Design Patterns in Hierarchical Models149
7Facilitating applied economic research with Stata173
8Formulation of Linear Optimization Problems in C++199
Pt. IIIMaple and MATLAB
9MAPLE and MATLAB for Stochastic Differential Equations in Finance233
10Computational Programming Environments271
11Statistics and simulations with Maple297
12MATLAB as a Flexible Tool for Data Analysis and Optimisation331
Pt. IVOptions and Differential Equations
13Option pricing with Excel369
14Numerical solution of boundary value problems in computational finance403
15MAPLE for Jump-Diffusion Stochastic Differential Equations in Finance441

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