Programming Languages And Systems In Computational Economics And Finance

Author : Soren Bo Nielsen
Publisher : Springer Science & Business Media
ISBN 13 : 146151049X
Total Pages : 462 pages
Book Rating : 4.99/5 ( download)

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Download or read book Programming Languages and Systems in Computational Economics and Finance written by Soren Bo Nielsen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: The developments within the computationally and numerically oriented ar eas of Operations Research, Finance, Statistics and Economics have been sig nificant over the past few decades. Each area has been developing its own computer systems and languages that suit its needs, but there is relatively little cross-fertilization among them yet. This volume contains a collection of papers that each highlights a particular system, language, model or paradigm from one of the computational disciplines, aimed at researchers and practitioners from the other fields. The 15 papers cover a number of relevant topics: Models and Modelling in Operations Research and Economics, novel High-level and Object-Oriented approaches to programming, through advanced uses of Maple and MATLAB, and applications and solution of Differential Equations in Finance. It is hoped that the material in this volume will whet the reader's appetite for discovering and exploring new approaches to old problems, and in the longer run facilitate cross-fertilization among the fields. We would like to thank the contributing authors, the reviewers, the publisher, and last, but not least, Jesper Saxtorph, Anders Nielsen, and Thomas Stidsen for invaluable technical assistance.

Author : Søren S. Nielsen
Publisher : Springer Science & Business Media
ISBN 13 : 9781402071393
Total Pages : 442 pages
Book Rating : 4.96/5 ( download)

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Download or read book Programming Languages and Systems in Computational Economics and Finance written by Søren S. Nielsen and published by Springer Science & Business Media. This book was released on 2002-08-31 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt: The developments within the computationally and numerically oriented areas of Operations Research, Finance, Statistics and Economics have been significant over the past few decades. Each area has been developing its own computer systems and languages that suit its needs, but there is relatively little cross-fertilization among them yet. This volume contains a collection of invited, peer-reviewed papers that each highlights a particular system, language, model or paradigm from one of the computational disciplines, aimed at researchers and practitioners from the other fields. The 15 papers cover a wide range of relevant topics; Models and Modelling in Operations Research and Economic (Matt Saltzman; Pere Gomis-Porqueras and Alex Haro; Jerome Kruiser; Don Shobrys), novel High-level and Object-Oriented approaches to programming (Jurgen Doornik; Chris Birchenhall; Christopher Baum; Tim Hultberg), through advanced uses of Maple and MATLAB (Des Higham and Peter Kloeden; Ric Herbert, Jerzy Ombach and Jolanta Jarnicka; George Lindfield and John Penny), and applications and solution of Differential Equations in Finance (Peter Honoré and Rolf Poulsen; Jens Hugger; Sasha Cyganowski and Lars GrÃ1⁄4ne). Each article is written from a personal, explorative perspective that invites the reader to discover new approaches to solving old problems. In the longer run it is hoped that this volume will facilitate cross-fertilization among the computational fields.

Author : Mario J. Miranda
Publisher : MIT Press
ISBN 13 : 0262291754
Total Pages : 529 pages
Book Rating : 4.50/5 ( download)

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Download or read book Applied Computational Economics and Finance written by Mario J. Miranda and published by MIT Press. This book was released on 2004-08-20 with total page 529 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : Hans Fehr
Publisher : Oxford University Press, USA
ISBN 13 : 0198850379
Total Pages : 264 pages
Book Rating : 4.73/5 ( download)

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Download or read book Introduction to Computational Economics Using Fortran written by Hans Fehr and published by Oxford University Press, USA. This book was released on 2020-01-16 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: This exercise and solutions manual accompanies the main edition of Introduction to Computational Economics Using Fortran. It enables students of all levels to practice the skills and knowledge needed to conduct economic research using Fortran. Introduction to Computational Economics Using Fortran is the essential guide to conducting economic research on a computer. Aimed at students of all levels of education as well as advanced economic researchers, it facilitates the first steps into writing programming language. This exercise and solutions manual is accompanied by a program database that readers are able to download.

Author : David A. Kendrick
Publisher : Princeton University Press
ISBN 13 : 1400841348
Total Pages : 449 pages
Book Rating : 4.49/5 ( download)

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Download or read book Computational Economics written by David A. Kendrick and published by Princeton University Press. This book was released on 2011-10-23 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: The ability to conceptualize an economic problem verbally, to formulate it as a mathematical model, and then represent the mathematics in software so that the model can be solved on a computer is a crucial skill for economists. Computational Economics contains well-known models--and some brand-new ones--designed to help students move from verbal to mathematical to computational representations in economic modeling. The authors' focus, however, is not just on solving the models, but also on developing the ability to modify them to reflect one's interest and point of view. The result is a book that enables students to be creative in developing models that are relevant to the economic problems of their times. Unlike other computational economics textbooks, this book is organized around economic topics, among them macroeconomics, microeconomics, and finance. The authors employ various software systems--including MATLAB, Mathematica, GAMS, the nonlinear programming solver in Excel, and the database systems in Access--to enable students to use the most advantageous system. The book progresses from relatively simple models to more complex ones, and includes appendices on the ins and outs of running each program. The book is intended for use by advanced undergraduates and professional economists and even, as a first exposure to computational economics, by graduate students. Organized by economic topics Progresses from simple to more complex models Includes instructions on numerous software systems Encourages customization and creativity

Author : Hans Fehr
Publisher : Oxford University Press, USA
ISBN 13 : 9780198804406
Total Pages : 592 pages
Book Rating : 4.07/5 ( download)

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Download or read book Introduction to Computational Economics Using Fortran written by Hans Fehr and published by Oxford University Press, USA. This book was released on 2018-03-08 with total page 592 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to Computational Economics Using Fortran is the essential guide to conducting economic research on a computer. Aimed at students of all levels of education as well as advanced economic researchers, it facilitates the first steps into writing programs using Fortran. Introduction to Computational Economics Using Fortran assumes no prior experience as it introduces the reader to this programming language. It shows the reader how to apply the most important numerical methods conducted by computational economists using the toolbox that accompanies this text. It offers various examples from economics and finance organized in self-contained chapters that speak to a diverse range of levels and academic backgrounds. Each topic is supported by an explanation of the theoretical background, a demonstration of how to implement the problem on the computer, and a discussion of simulation results. Readers can work through various exercises that promote practical experience and deepen their economic and technical insights. This textbook is accompanied by a website from which readers can download all program codes as well as a numerical toolbox, and receive technical information on how to install Fortran on their computer.

Author : John Cochran
Publisher : Createspace Independent Publishing Platform
ISBN 13 : 9781982069773
Total Pages : pages
Book Rating : 4.75/5 ( download)

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Download or read book Computational Economics Using Fortran written by John Cochran and published by Createspace Independent Publishing Platform. This book was released on 2017-06-13 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational Economics Using Fortran assumes no prior experience as it introduces the reader to this programming language. It shows the reader how to apply the most important numerical methods conducted by computational economists using the toolbox that accompanies this text. It offers various examples from economics and finance organized in self-contained chapters that speak to a diverse range of levels and academic backgrounds. Each topic is supported by an explanation of the theoretical background, a demonstration of how to implement the problem on the computer, and a discussion of simulation results. Readers can work through various exercises that promote practical experience and deepen their economic and technical insights.

Author : Reinhard Neck
Publisher : Springer Science & Business Media
ISBN 13 : 3540746846
Total Pages : 386 pages
Book Rating : 4.43/5 ( download)

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Download or read book Quantitative Economic Policy written by Reinhard Neck and published by Springer Science & Business Media. This book was released on 2008-03-04 with total page 386 pages. Available in PDF, EPUB and Kindle. Book excerpt: Econometric techniques and models are still being extensively used in the business of forecasting and policy advice. This book presents recent advances in the theory and applications of quantitative economic policy, with particular emphasis on fiscal and monetary policies in a European and global context. The volume honors Andrew Hughes Hallett, a pioneer and major scientist in quantitative economic policy analysis, whose contributors are among his friends and former students.

Author : Shu-Heng Chen
Publisher : Springer Science & Business Media
ISBN 13 : 1461508355
Total Pages : 491 pages
Book Rating : 4.59/5 ( download)

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Download or read book Genetic Algorithms and Genetic Programming in Computational Finance written by Shu-Heng Chen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: After a decade of development, genetic algorithms and genetic programming have become a widely accepted toolkit for computational finance. Genetic Algorithms and Genetic Programming in Computational Finance is a pioneering volume devoted entirely to a systematic and comprehensive review of this subject. Chapters cover various areas of computational finance, including financial forecasting, trading strategies development, cash flow management, option pricing, portfolio management, volatility modeling, arbitraging, and agent-based simulations of artificial stock markets. Two tutorial chapters are also included to help readers quickly grasp the essence of these tools. Finally, a menu-driven software program, Simple GP, accompanies the volume, which will enable readers without a strong programming background to gain hands-on experience in dealing with much of the technical material introduced in this work.

Author : Charles G. Renfro
Publisher : IOS Press
ISBN 13 : 9781586034269
Total Pages : 420 pages
Book Rating : 4.6X/5 ( download)

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Download or read book Computational Econometrics written by Charles G. Renfro and published by IOS Press. This book was released on 2004 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt: This publication contains a substantial amount of detail about the broad history of the development of econometric software based on the personal recollections of many people. For economists, the computer has increasingly become the primary applied research tool, and it is software that makes the computer work.