Book 1993

Economic and Financial Modeling with Mathematica®

Editors:

ISBN: 978-1-4757-2283-3 (Print) 978-1-4757-2281-9 (Online)

Table of contents (17 chapters)

  1. Front Matter

    Pages i-xxii

  2. No Access

    Chapter

    Pages 1-25

    Symbolic Optimization

  3. No Access

    Chapter

    Pages 26-57

    Designing an Incentive-Compatible Contract

  4. No Access

    Chapter

    Pages 58-79

    Economic Dynamics

  5. No Access

    Chapter

    Pages 80-103

    Perturbation Solution Methods for Economic Growth Models

  6. No Access

    Chapter

    Pages 104-123

    General Equilibrium Models

  7. No Access

    Chapter

    Pages 124-147

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

  8. No Access

    Chapter

    Pages 148-166

    A Program for Finding Nash Equilibria

  9. No Access

    Chapter

    Pages 167-191

    Cooperative Games

  10. No Access

    Chapter

    Pages 192-213

    Mathematica and Diffusions

  11. No Access

    Chapter

    Pages 214-238

    Itovsn3: Doing Stochastic Calculus with Mathematica

  12. No Access

    Chapter

    Pages 239-265

    Bounded & Unbounded Stochastic Processes

  13. No Access

    Chapter

    Pages 266-285

    Option Valuation

  14. No Access

    Chapter

    Pages 286-299

    Nonlinear Systems Estimation: Asset Pricing Model Application

  15. No Access

    Chapter

    Pages 300-343

    Econometrics.m: A Package for Doing Econometrics in Mathematica

  16. No Access

    Chapter

    Pages 344-367

    Bayesian Econometrics: Conjugate Analysis and Rejection Sampling

  17. No Access

    Chapter

    Pages 368-406

    Time Series Models and Mathematica

  18. No Access

    Chapter

    Pages 407-458

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