Computational Economics and Finance: Modeling and Analysis with Mathematica® (Economic & Financial Modeling with Mathematica)

ISBN 10: 0387945180 / ISBN 13: 9780387945187

Editore: Springer, 1996

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The item shows wear from consistent use, but it remains in good condition and works perfectly. All pages and cover are intact including the dust cover, if applicable . Spine may show signs of wear. Pages may include limited notes and highlighting. May NOT include discs, access code or other supplemental materials.

Codice articolo BVV.0387945180.G

Dati bibliografici

• Titolo: Computational Economics and Finance: Modeling and Analysis with Mathematica® (Economic & Financial Modeling with Mathematica)
• Editore: Springer
• Data di pubblicazione: 1996
• Lingua: Inglese
• ISBN 10: 0387945180
• ISBN 13: 9780387945187
• Rilegatura: Rilegato
• Condizione: good

Descrizione articolo

Riassunto

This book/software package divulges the combined knowledge of a whole international community of Mathematica users - from the fields of economics, finance, investments, quantitative business and operations research. The 23 contributors - all experts in their fields - take full advantage of the latest updates of Mathematica in their presentations and equip both current and prospective users with tools for professional, research and educational projects. The real-world and self-contained models provided are applicable to an extensive range of contemporary problems. The DOS disk contains Notebooks and packages which are also available online from the TELOS site.

Contenuti

Economics.- 1 Linear Programming with Mathematica: The Simplex Algorithm.- 2 Linear Programming with Mathematica: Sensitivity Analysis.- 3 Optimization with Mathematica.- 4 Optimizing with Piecewise Smooth Functions.- 5 Data Screening and Data Envelopment Analysis.- 6 Efficiency in Production and Consumption.- 7 Cost Allocation.- 8 Simulating the Effects of Mergers Among Noncooperative Oligopolists.- Finance.- 9 Auctions.- 10 Yield Management.- 11 Implementing Numerical Option Pricing Models.- 12 YieldCurve.- Statistics.- 13 Log Spectral Analysis: Variance Components of Asset Prices.- 14 Data Analysis Using Mathematica.- 15 Doing Monte Carlo Studies with Mathematica.- 16 Random[Title]: Manipulating Probability Density Functions.