MATLAB & Simulink Based Books

Applied Computational Economics and Finance

		Paul L. Fackler, North Carolina State University Mario J. Miranda, Ohio State University   The MIT Press,  2002 Tel: (617) 253-5646 Fax: (6l7) 258-6779 Email: mitpress-orders@mit.edu Outside North America Tel: +44 (020) 7306 0603 Fax: +44 (020) 7306 0604 ISBN: 0-262-13420-9 Language: English

Written for advanced undergraduate students, graduate students, and practicing economists, this book discusses methods for applying numerical methods and solving dynamic stochastic models in economics and finance. Topics covered include complementarity methods, finite-dimensional optimization, dynamic programming, rational expectations, and arbitrage pricing models in discrete and continuous time. MATLAB is used throughout the book to solve numerous real-world application examples. In addition, a MATLAB primer is included in an appendix.

Companion Software: A set of MATLAB M-files is available. Retrieve companion software