Computational Economics and Finance
Modeling and Analysis with Mathematica®
Seiten
1996
|
1996 ed.
Springer-Verlag New York Inc.
978-0-387-94518-7 (ISBN)
Springer-Verlag New York Inc.
978-0-387-94518-7 (ISBN)
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.
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.
| Reihe/Serie | TELOS, The Electronic Library of Science |
|---|---|
| Zusatzinfo | XIV, 468 p. With Diskette. |
| Verlagsort | New York, NY |
| Sprache | englisch |
| Maße | 178 x 254 mm |
| Gewicht | 1140 g |
| Themenwelt | Informatik ► Theorie / Studium ► Algorithmen |
| Mathematik / Informatik ► Mathematik ► Analysis | |
| Wirtschaft ► Betriebswirtschaft / Management | |
| Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie | |
| ISBN-10 | 0-387-94518-0 / 0387945180 |
| ISBN-13 | 978-0-387-94518-7 / 9780387945187 |
| Zustand | Neuware |
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