-
Applied Computational Economics and Finance
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. -
MATLAB宝典
《MATLAB宝典》由浅入深、循序渐进地介绍了MATLAB7.0的知识体系及操作方法。全书共分14章,内容涵盖了MATLAB7.0概述、基础知识、数值运算、数据分析、符号计算、数据的可视化、M语言程序设计、Simulink仿真系统、句柄图形、GUI、文件输入/输出、编译器和应用程序接口等。 -
MATLAB教程
《MATLAB教程(R2008a2009年修订)》以MATLAB R2006a为编写基础,系统讲解MATLAB基本环境和操作要旨;分章阐述符号计算、数值计算、计算结果可视化及编程精要;举例展现MATLAB精华工具SIMULINK的功能级和元器件级仿真能力;简要勾画MATLAB和Word集成一体的Notebook环境。 全书包含158个多年凝练的计算范例和78个开拓思路的习题。所有算例程序可靠、完整,读者可以完全准确地重现《MATLAB教程(R2008a2009年修订)》所提供的算例结果。书配光盘中附有包含彩色图形的电子版习题答案。书后编有索引,《MATLAB教程(R2008a2009年修订)》所用全部指令及配套的标点符号一览无余。利用索引,读者很容易查阅演示各指令和标点使用方法的节次。 全书由印刷版和电子版结合而成。印刷版便于读者进行系统、全面、长时间连续阅读,便于读者随手翻阅、浏览;而电子版则方便教师制作电子讲稿,方便学生完成电子作业,向读者提供实践《MATLAB教程(R2008a2009年修订)》内容所需的全部可靠程序、色彩信息和动态交互环境,还将随MATLAB版本升级而及时地向读者提供新内容。 《MATLAB教程(R2008a2009年修订)》内容充实、篇幅紧凑,是专为理工科院校本科生系统学习MATLAB而撰写的,也可供部分研究生使用;既可用于课堂教学,也可作为自学用书。 -
MATLAB编程
《MATLAB编程(第2版)(英文影印版)》为国外高校电子信息类优秀教材(英文影印版)之一。《MATLAB编程(第2版)(英文影印版)》详细讲述了如何用MATLAB进行程序设计,如何编写清楚、高效的程序。书中强调了自上而下的程序设计方法、函数的使用、MATLAB内部工具的使用和数据结构,并指出了一些使用技巧和编程者常犯的错误。
《MATLAB编程(第2版)(英文影印版)》可作为工科各专业本科生的教学辅导书,也可作为工程技术人员的参考书。 -
MATLAB编程
《MATLAB编程(第2版)(英文影印版)》为国外高校电子信息类优秀教材(英文影印版)之一。《MATLAB编程(第2版)(英文影印版)》详细讲述了如何用MATLAB进行程序设计,如何编写清楚、高效的程序。书中强调了自上而下的程序设计方法、函数的使用、MATLAB内部工具的使用和数据结构,并指出了一些使用技巧和编程者常犯的错误。
《MATLAB编程(第2版)(英文影印版)》可作为工科各专业本科生的教学辅导书,也可作为工程技术人员的参考书。 -
Numerical Methods in Finance and Economics
A state-of-the-art introduction to the powerful mathematical and statistical tools used in the field of finance The use of mathematical models and numerical techniques is a practice employed by a growing number of applied mathematicians working on applications in finance. Reflecting this development, Numerical Methods in Finance and Economics: A MATLAB?-Based Introduction, Second Edition bridges the gap between financial theory and computational practice while showing readers how to utilize MATLAB?--the powerful numerical computing environment--for financial applications. The author provides an essential foundation in finance and numerical analysis in addition to background material for students from both engineering and economics perspectives. A wide range of topics is covered, including standard numerical analysis methods, Monte Carlo methods to simulate systems affected by significant uncertainty, and optimization methods to find an optimal set of decisions. Among this book's most outstanding features is the integration of MATLAB?, which helps students and practitioners solve relevant problems in finance, such as portfolio management and derivatives pricing. This tutorial is useful in connecting theory with practice in the application of classical numerical methods and advanced methods, while illustrating underlying algorithmic concepts in concrete terms. Newly featured in the Second Edition: * In-depth treatment of Monte Carlo methods with due attention paid to variance reduction strategies * New appendix on AMPL in order to better illustrate the optimization models in Chapters 11 and 12 * New chapter on binomial and trinomial lattices * Additional treatment of partial differential equations with two space dimensions * Expanded treatment within the chapter on financial theory to provide a more thorough background for engineers not familiar with finance * New coverage of advanced optimization methods and applications later in the text Numerical Methods in Finance and Economics: A MATLAB?-Based Introduction, Second Edition presents basic treatments and more specialized literature, and it also uses algebraic languages, such as AMPL, to connect the pencil-and-paper statement of an optimization model with its solution by a software library. Offering computational practice in both financial engineering and economics fields, this book equips practitioners with the necessary techniques to measure and manage risk.