Computational Economics and Finance

Modeling and Analysis with Mathematica®

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Bibliografische Daten
ISBN/EAN: 9780387945187
Sprache: Englisch
Umfang: xiv, 468 S.
Format (T/L/B): 3 x 24 x 18.5 cm
Einband: gebundenes Buch

Beschreibung

InhaltsangabeEconomics.- 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.