Economic and Financial Modeling with Mathematica®

1. Front Matter

   Pages i-xxii

   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

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.

• Mathematica
• Simulation
• computer
• econometrics
• modeling

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

  Hal R. Varian

Policies and ethics