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 Nielson
     
 

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.

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. Part I: Models and Modelling. 1. Coin-or: An Open-Source Library for Optimization; M.J. Saltzman. 2. Macroeconomics: What can we learn from the Dynamical Systems Literature? P. Gomis-Porqueras, À. Haro. 3. The rapid implementation of asset/liability models for risk management; J.L. Kruiser. 4. Human and Organization Challenges to the Use of Optimization; D.E. Shobrys. Part II: High-level and Object Oriented Approaches. 5. Object-oriented Programming using Ox; J.A. Doornik. 6. Design Patterns in Hierarchical Models; C.R. Birchenhall. 7. Facilitating applied economic research with Stata; C.F. Baum. 8. Formulation of Linear Optimization Problems in C++; T.H. Hultberg. Part III: Maple and MATLAB. 9. MAPLE and MATLAB for Shastic Differential Equations in Finance; D.J. Higham, P.E. Kloeden. 10. Computational Programming Environments; R.D. Herbert. 11. Statistics and simulations with Maple; J. Ombach, J. Jarnicka. 12. MATLAB as a Flexible Tool for Data Analysis and Optimisation; G.R. Lindfield, J.E.T. Penny. Part IV: Options and Differential Equations. 13. Option pricing with Excel; P. Honoré, R. Poulsen. 14. Numerical solution of boundary value problems in computational finance; J. Hugger. 15. MAPLE for Jump-Diffusion Shastic Differential Equations in Finance; S. Cyganowski, et al.

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