This book presents a variety of computational methods used to solve dynamic problems in economics and finance. It emphasizes practical numerical methods rather than mathematical proofs and focuses on techniques that apply directly to economic analyses. The examples are drawn from a wide range of subspecialties of economics and finance, with particular emphasis on problems in agricultural and resource economics, macroeconomics, and finance. The book also provides an extensive Web-site library of computer utilities and demonstration programs.The book is divided into two parts. The first part develops basic numerical methods, including linear and nonlinear equation methods, complementarity methods, finite-dimensional optimization, numerical integration and differentiation, and function approximation. The second part presents methods for solving dynamic stochastic models in economics and finance, including dynamic programming, rational expectations, and arbitrage pricing models in discrete and continuous time. The book uses MATLAB to illustrate the algorithms and includes a utilities toolbox to help readers develop their own computational economics applications.
發表於2024-11-27
Applied Computational Economics and Finance 2024 pdf epub mobi 電子書 下載
這本書的角度比較淺顯。不需要你有太多的technical background,用的例子大多都很intuitive.而且網站上有大部分的sample program可以下載,在matlab裏加瞭他們toolbox以後用起來很方便。缺點就是跳過瞭太多的technical preparation,要迴頭找其他書一起看在能補齊。不過作為新手...
評分這本書的角度比較淺顯。不需要你有太多的technical background,用的例子大多都很intuitive.而且網站上有大部分的sample program可以下載,在matlab裏加瞭他們toolbox以後用起來很方便。缺點就是跳過瞭太多的technical preparation,要迴頭找其他書一起看在能補齊。不過作為新手...
評分這本書的角度比較淺顯。不需要你有太多的technical background,用的例子大多都很intuitive.而且網站上有大部分的sample program可以下載,在matlab裏加瞭他們toolbox以後用起來很方便。缺點就是跳過瞭太多的technical preparation,要迴頭找其他書一起看在能補齊。不過作為新手...
評分這本書的角度比較淺顯。不需要你有太多的technical background,用的例子大多都很intuitive.而且網站上有大部分的sample program可以下載,在matlab裏加瞭他們toolbox以後用起來很方便。缺點就是跳過瞭太多的technical preparation,要迴頭找其他書一起看在能補齊。不過作為新手...
評分這本書的角度比較淺顯。不需要你有太多的technical background,用的例子大多都很intuitive.而且網站上有大部分的sample program可以下載,在matlab裏加瞭他們toolbox以後用起來很方便。缺點就是跳過瞭太多的technical preparation,要迴頭找其他書一起看在能補齊。不過作為新手...
圖書標籤: 金融數學 金融 Matlab 數學 Econometrics 經濟 經濟學 教科書
Great toolbox (CompEcon) for dynamic programming with numerical applications including linear splines, Chebyshev polynomials, and Gaussian quadrature.
評分MatLab
評分MatLab
評分MatLab
評分最好用的是他們做的CompEcon的包...誰用誰知道
Applied Computational Economics and Finance 2024 pdf epub mobi 電子書 下載