| Title: | Computational economics and finance : modeling and analysis with "Mathematica" |
| Authors: | Hal R Varian, Editor |
| Publisher: | New York : Springer, 1996 |
| ISBN (or other code): | 978-0-387-94518-7 |
| Size: | 1 vol. (XIV-468 p.) / fig., couv. ill. en coul. / 25 cm |
| Accompanying material: | 1 disquette (3,5") |
| Languages: | English |
| Abstract: | 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. |
| Contents note: |
Linear programming with mathematica : the simplex algorithm ; Linear programming with mathematica : sensitivity analysis / Michael Carter
Optimization with mathematica / J.-C. Culioli Optimizing with piecewise smooth functions / Paul A. Rubin Data screening and data envelopment analysis / Eduardo Ley Efficiency in production and consumption / Hal R. Varian Cost allocation / William W. Sharkey Simulating the effects of mergers among noncooperative oligopolists / Luke M. Froeb and Gregory J. Werden Auctions / John Dickhaut, Steve Gjerstad, and Arijit Mukherji Yield management / Ward Hanson Implementing numerical option pricing models / Simon Benninga, Raz Steinmetz, and John Stroughair YieldCurve / Mark Fisher and David Zervos Log spectral analysis : variance components of asset prices / Luke M. Froeb Data analysis using mathematica / Robert A. Stine - Doing Monte Carlo studies with mathematica / David A. Belsley Random[title] : manipulating probability density functions / Colin Rose and Murray D. Smith |
Copies (1)
| Barcode | Call number | Media type | Location | Section | Status |
|---|---|---|---|---|---|
| 001635 | MA 264 | Livre | Centre de documentation du CERDI / Ecole d'Economie | Salle de lecture | Available |
