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Programming Languages and Systems in Computational Economics and Finance

  • Søren S. Nielsen

Part of the Advances in Computational Economics book series (AICE, volume 18)

Table of contents

  1. Front Matter
    Pages i-xii
  2. Models and Modelling

  3. High-Level and Object Oriented Approaches

  4. Maple and MATLAB

    1. Front Matter
      Pages 231-231
    2. Desmond J. Higham, Peter E. Kloeden
      Pages 233-269
    3. Ric D. Herbert
      Pages 271-296
    4. Jerzy Ombach, Jolanta Jarnicka
      Pages 297-330
    5. George R. Lindfield, John E. T. Penny
      Pages 331-366
  5. Options and Differential Equations

    1. Front Matter
      Pages 367-367
    2. Peter Honoré, Rolf Poulsen
      Pages 369-402
    3. Sasha Cyganowski, Lars Grüne, Peter E. Kloeden
      Pages 441-460

About this book

Introduction

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.

Keywords

Analysis Finance Stochastic Differential Equations computer linear optimization modeling operations research optimization programming programming language statistics

Editors and affiliations

  • Søren S. Nielsen
    • 1
  1. 1.Technical University of DenmarkDenmark

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4615-1049-9
  • Copyright Information Kluwer Academic Publishers 2002
  • Publisher Name Springer, Boston, MA
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4613-5369-0
  • Online ISBN 978-1-4615-1049-9
  • Series Print ISSN 0929-130X
  • Buy this book on publisher's site