Economic and Financial Modeling with Mathematica |
Contents
Symbolic Optimization | 1 |
Conjugate Analysis | 15 |
Designing an IncentiveCompatible Contract | 26 |
Copyright | |
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algebra alpha analysis apply asset pricing Assign pars asymptotic Black-Scholes Black-Scholes formula Brownian motion calculate coefficients compute constraints consumption DECFL decision define delta density derivatives differential equations diffusion DisplayFunction DisplayFunction->Identity distribution drift dynamic econometric Econometrics.m economic models equation system equilibrium estimation example exchange rate expression factors formula given graph Graphics influence diagram input IR constraint Isoquant Itô Itô formula ItoD Itovsn3 limit cycle linear ListPlot Ltot Mathematica matrix mixed strategy Nash equilibria Nash.m node nonlinear normal nucleolus numerical optimal option output Overlapping Generations Model package Padé approximation parameters pars_ payoff player Plot problem procedure production function properties random walk regression represents sd Sqrt[t semimartingale Shapley value solution Solve specific Sqrt stochastic calculus stochastic differential strategy symbolic target zone Taylor series theory TSectors utility function variable vector Weiner process xbellman zero