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Applied Computational Economics and Finance 4520

Applied Computational Economics and Finance

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.

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About This Book

Paul L. Fackler, North Carolina State University
Mario J. Miranda, Ohio State University

The MIT Press, 2002

ISBN: 0-262-13420-9
Language: English