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" Programming Languages and Systems in Computational Economics and Finance "
edited by Søren S. Nielsen.
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BL
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| Record Number
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722820
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b542532
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| Main Entry
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edited by Søren S. Nielsen.
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| Title & Author
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Programming Languages and Systems in Computational Economics and Finance\ edited by Søren S. Nielsen.
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| Publication Statement
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Boston, MA: Springer US, 2002
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| Series Statement
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Advances in Computational Economics, 18
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1(XII, 460 Seiten)
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| ISBN
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1461353696
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: 146151049X
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: 9781461353690
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: 9781461510499
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| Contents
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Preface. Contributing Authors. Part I: Models and Modelling. 1. Coin-or: An Open-Source Library for Optimization; M.J. Saltzman. 2. Macroeconomics: What can we learn from the Dynamical Systems Literature? P. Gomis-Porqueras, A. Haro. 3. The rapid implementation of asset/liability models for risk management; J.L. Kruiser. 4. Human and Organization Challenges to the Use of Optimization; D.E. Shobrys. Part II: High-level and Object Oriented Approaches. 5. Object-oriented Programming using Ox; J.A. Doornik. 6. Design Patterns in Hierarchical Models; C.R. Birchenhall. 7. Facilitating applied economic research with Stata; C.F. Baum. 8. Formulation of Linear Optimization Problems in C++; T.H. Hultberg. Part III: Maple and MATLAB. 9. MAPLE and MATLAB for Stochastic Differential Equations in Finance; D.J. Higham, P.E. Kloeden. 10. Computational Programming Environments; R.D. Herbert. 11. Statistics and simulations with Maple; J. Ombach, J. Jarnicka. 12. MATLAB as a Flexible Tool for Data Analysis and Optimisation; G.R. Lindfield, J.E.T. Penny. Part IV: Options and Differential Equations. 13. Option pricing with Excel; P. Honore, R. Poulsen. 14. Numerical solution of boundary value problems in computational finance; J. Hugger. 15. MAPLE for Jump-Diffusion Stochastic Differential Equations in Finance; S. Cyganowski, et al.
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| Abstract
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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.
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Artificial intelligence.
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Economics -- Statistics.
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Economics.
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| Added Entry
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Søren S Nielsen
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