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This book presents a variety of computational methods used to solve dynamic problems in economics and finance. It emphasizes practical numerical methods rather than mathematical proofs and focuses on techniques that apply directly to economic analyses. The examples are drawn from a wide range of subspecialties of economics and finance, with particular emphasis on problems in agricultural and resource economics, macroeconomics, and finance. The book also provides an extensive Web-site library of computer utilities and demonstration programs. The book is divided into two parts. The first part develops basic numerical methods, including linear and nonlinear equation methods, complementarity methods, finite-dimensional optimization, numerical integration and differentiation, and function approximation. The second part presents methods for solving dynamic stochastic models in economics and finance, including dynamic programming, rational expectations, and arbitrage pricing models in discrete and continuous time. The book uses MATLAB to illustrate the algorithms and includes a utilities toolbox to help readers develop their own computational economics applications.

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Book Details

ISBN: 9780262633093
ISBN-10: 0262633094
Format: Paperback
(229mm x 178mm x 17mm)
Pages: 528
Imprint: MIT Press
Publisher: MIT Press Ltd
Publish Date: 3-Sep-2004
Country of Publication: United States

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Author Biography - Marie J. Miranda

Mario J. Miranda is Professor and Chair of Graduate Studies, Department of Agricultural, Environmental, and Development Economics, Ohio State University.