Computational Economics and Finance: Modeling and Analysis with Mathematica

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Springer Science & Business Media, Aug 9, 1996 - Business & Economics - 468 pages
This book/software package divulges the combined knowledge of a whole international community of Mathematica users - from the fields of economics, finance, investments, quantitative business and operations research. The 23 contributors - all experts in their fields - take full advantage of the latest updates of Mathematica in their presentations and equip both current and prospective users with tools for professional, research and educational projects. The real-world and self-contained models provided are applicable to an extensive range of contemporary problems. The DOS disk contains Notebooks and packages which are also available online from the TELOS site.
 

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State of the art in its time. Things have moved on since it's release, so now a bit dated ... but still lots of interesting ideas from a diverse and well-selected set of authors.

Contents

Linear Programming with Mathematical The Simplex Algorithm
3
Linear Programming with Mathematica Sensitivity Analysis
31
Optimization with Mathematica
65
Optimizing with Piecewise Smooth Functions
104
Data Screening and Data Envelopment Analysis
120
Efficiency in Production and Consumption
131
Cost Allocation
143
Simulating the Effects of Mergers Among Noncooperative Oligopolists
177
Yield Management
235
Implementing Numerical Option Pricing Models
251
YieldCurve
269
Log Spectral Analysis Variance Components of Asset Prices
305
Data Analysis Using Mathematica
330
Doing Monte Carlo Studies with Mathematica
362
Random Title Manipulating Probability Density Functions
416
Copyright

Auctions
199

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