Applied Computational Economics and Finance
Paul L. Fackler, North Carolina State University;
Mario J. Miranda, Ohio State University
The MIT Press, 2002
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.
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