Computational Economics and Finance
Modeling and Analysis with Mathematica®
Published on 27. September 2011
Book
Paperback/Softback
XIV, 468 pages
978-1-4612-7510-7 (ISBN)
Description
As with the first volume,
Volume Two
of
Economic and
Financial Modeling with Mathematica
is edited by Hal Varian, and its contributors are carefully selected by him to assure a high quality, practical work reflecting the efforts and expertise of an international cadre of Mathematica users from the economic, financial, investments, quantitative business and operations research communities.
More details
Edition
Softcover reprint of the original 1st ed. 1996
Language
English
Place of publication
New York
United States
Target group
Popular/general
Illustrations
XIV, 468 p.
Dimensions
Height: 254 mm
Width: 178 mm
Thickness: 27 mm
Weight
909 gr
ISBN-13
978-1-4612-7510-7 (9781461275107)
DOI
10.1007/978-1-4612-2340-5
Schweitzer Classification
Other editions
Additional editions
Book
08/1996
Springer
€117.69
Shipment within 5-7 days
Content
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.