Advances in Computational Economics

Programming Languages and Systems in Computational Economics and Finance

Editors: Nielson, Soren Bo (Ed.)

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About this book

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.

Table of contents (15 chapters)

  • Coin-Or: An Open-Source Library for Optimization

    Saltzman, Matthew J.

    Pages 3-32

  • Macroeconomics: What can we Learn from the Dynamical Systems Literature?

    Gomis-Porqueras, Pere (et al.)

    Pages 33-61

  • The Rapid Implementation of Asset/Liability Models for Sovereign Risk Management

    Kreuser, Jerome L.

    Pages 63-92

  • Human and Organization Challenges to the Use of Optimization

    Shobrys, Donald E.

    Pages 93-112

  • Object-Oriented Programming in Econometrics and Statistics Using Ox: A Comparison with C++, Java and C#

    Doornik, Jurgen A.

    Pages 115-147

Buy this book

eBook $169.00
price for USA (gross)
  • ISBN 978-1-4615-1049-9
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $249.00
price for USA
  • ISBN 978-1-4020-7139-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $219.00
price for USA
  • ISBN 978-1-4613-5369-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Programming Languages and Systems in Computational Economics and Finance
Editors
  • Soren Bo Nielson
Series Title
Advances in Computational Economics
Series Volume
18
Copyright
2002
Publisher
Springer US
Copyright Holder
Springer Science+Business Media Dordrecht
eBook ISBN
978-1-4615-1049-9
DOI
10.1007/978-1-4615-1049-9
Hardcover ISBN
978-1-4020-7139-3
Softcover ISBN
978-1-4613-5369-0
Series ISSN
0929-130X
Edition Number
1
Number of Pages
XII, 460
Topics