Computational Economics and Finance

Bild: 9781461275107 | Computational Economics and Finance | Hal R. Varian | Taschenbuch

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Sprache: Englisch

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Beschreibung

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.

Inhaltsverzeichnis

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.

Details

Erscheinungsjahr:	2011
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Importe , Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
Inhalt:	xiv 468 S.
ISBN-13:	9781461275107
ISBN-10:	1461275105
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Redaktion:	Varian, Hal R.
Herausgeber:	Hal R Varian
Auflage:	Softcover reprint of the original 1st edition 1996
Hersteller:	Springer US Springer New York Springer US, New York, N.Y.
Verantwortliche Person für die EU:	Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße:	254 x 178 x 27 mm
Von/Mit:	Hal R. Varian
Erscheinungsdatum:	27.09.2011
Gewicht:	0,909 kg