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Economic and Financial Modeling with Mathematica®

  • Book
  • © 1993

Overview

Editors:
  1. Hal R. Varian

    1. Department of Economics, University of Michigan, Ann Arbor, USA

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Table of contents (17 chapters)

  1. Front Matter

    Pages i-xxii
    Download chapter PDF

  2. Symbolic Optimization

    • Hal R. Varian
    Pages 1-25

  3. Designing an Incentive-Compatible Contract

    • Todd Kaplan, Arijit Mukherji
    Pages 26-57

  4. Economic Dynamics

    • John C. Eckalbar
    Pages 58-79

  5. Perturbation Solution Methods for Economic Growth Models

    • Kenneth L. Judd, Sy-Ming Guu
    Pages 80-103

  6. General Equilibrium Models

    • Asahi Noguchi
    Pages 104-123

  7. Symbolic Algebra Programming for Analyzing the Long Run Dynamics of Economic Models

    • Gary S. Anderson
    Pages 124-147

  8. A Program for Finding Nash Equilibria

    • John Dickhaut, Todd Kaplan
    Pages 148-166

  9. Cooperative Games

    • Michael Carter
    Pages 167-191

  10. Mathematica and Diffusions

    • J. Michael Steele, Robert A. Stine
    Pages 192-213

  11. Itovsn3: Doing Stochastic Calculus with Mathematica

    • Wilfrid S. Kendall
    Pages 214-238

  12. Bounded & Unbounded Stochastic Processes

    • Colin Rose
    Pages 239-265

  13. Option Valuation

    • Ross M. Miller
    Pages 266-285

  14. Nonlinear Systems Estimation: Asset Pricing Model Application

    • Stephen J. Brown
    Pages 286-299

  15. Econometrics.m: A Package for Doing Econometrics in Mathematica

    • David A. Belsley
    Pages 300-343

  16. Bayesian Econometrics: Conjugate Analysis and Rejection Sampling

    • Eduardo Ley, Mark F. J. Steel
    Pages 344-367

  17. Time Series Models and Mathematica

    • Robert A. Stine
    Pages 368-406

  18. Decision Analytica: An Example of Bayesian Inference and Decision Theory Using Mathematica

    • Robert J. Korsan
    Pages 407-458
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Keywords

About this book

Mathematica is a computer program (software) for doing symbolic, numeric and graphical analysis of mathematical problems. In the hands of economists, financial analysts and other professionals in econometrics and the quantitative sector of economic and financial modeling, it can be an invaluable tool for modeling and simulation on a large number of issues and problems, besides easily grinding out numbers, doing statistical estimations and rendering graphical plots and visuals. Mathematica enables these individuals to do all of this in a unified environment. This book's main use is that of an applications handbook. Modeling in Economics and Finance with Mathematica is a compilation of contributed papers prepared by experienced, "hands on" users of the Mathematica program. They come from a broad spectrum of Mathematica devotees in the econometric and financial/investment community on both the professional and academic fronts. Each paper provides a set of tools and examples of Mathematica in action. These tools will also be made accessible to users via a DOS-based floppy disk which will contain Mathematica Notebooks and Packages, and be packaged with the book.

Editors and Affiliations

  • Department of Economics, University of Michigan, Ann Arbor, USA

    Hal R. Varian

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