Economic and Financial Modeling with Mathematica®

  • Hal R. Varian

Table of contents

  1. Front Matter
    Pages i-xxii
  2. Hal R. Varian
    Pages 1-25
  3. Todd Kaplan, Arijit Mukherji
    Pages 26-57
  4. John C. Eckalbar
    Pages 58-79
  5. Kenneth L. Judd, Sy-Ming Guu
    Pages 80-103
  6. Asahi Noguchi
    Pages 104-123
  7. John Dickhaut, Todd Kaplan
    Pages 148-166
  8. Michael Carter
    Pages 167-191
  9. J. Michael Steele, Robert A. Stine
    Pages 192-213
  10. Wilfrid S. Kendall
    Pages 214-238
  11. Colin Rose
    Pages 239-265
  12. Ross M. Miller
    Pages 266-285
  13. Eduardo Ley, Mark F. J. Steel
    Pages 344-367
  14. Robert A. Stine
    Pages 368-406

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.


Mathematica Simulation computer econometrics modeling

Editors and affiliations

  • Hal R. Varian
    • 1
  1. 1.Department of EconomicsUniversity of MichiganAnn ArborUSA

Bibliographic information