Programming Languages and Systems in Computational Economics and Finance
نام عام مواد
[Book]
نام نخستين پديدآور
edited by Søren S. Nielsen.
وضعیت نشر و پخش و غیره
محل نشرو پخش و غیره
Boston, MA
نام ناشر، پخش کننده و غيره
Springer US
تاریخ نشرو بخش و غیره
2002
مشخصات ظاهری
نام خاص و کميت اثر
1(XII, 460 Seiten)
فروست
عنوان فروست
Advances in Computational Economics, 18
یادداشتهای مربوط به مندرجات
متن يادداشت
Preface. Contributing Authors. Part I: Models and Modelling. 1. Coin-or: An Open-Source Library for Optimization; M.J. Saltzman. 2. Macroeconomics: What can we learn from the Dynamical Systems Literature? P. Gomis-Porqueras, A. Haro. 3. The rapid implementation of asset/liability models for risk management; J.L. Kruiser. 4. Human and Organization Challenges to the Use of Optimization; D.E. Shobrys. Part II: High-level and Object Oriented Approaches. 5. Object-oriented Programming using Ox; J.A. Doornik. 6. Design Patterns in Hierarchical Models; C.R. Birchenhall. 7. Facilitating applied economic research with Stata; C.F. Baum. 8. Formulation of Linear Optimization Problems in C++; T.H. Hultberg. Part III: Maple and MATLAB. 9. MAPLE and MATLAB for Stochastic Differential Equations in Finance; D.J. Higham, P.E. Kloeden. 10. Computational Programming Environments; R.D. Herbert. 11. Statistics and simulations with Maple; J. Ombach, J. Jarnicka. 12. MATLAB as a Flexible Tool for Data Analysis and Optimisation; G.R. Lindfield, J.E.T. Penny. Part IV: Options and Differential Equations. 13. Option pricing with Excel; P. Honore, R. Poulsen. 14. Numerical solution of boundary value problems in computational finance; J. Hugger. 15. MAPLE for Jump-Diffusion Stochastic Differential Equations in Finance; S. Cyganowski, et al.
یادداشتهای مربوط به خلاصه یا چکیده
متن يادداشت
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.
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Artificial intelligence.
موضوع مستند نشده
Economics -- Statistics.
موضوع مستند نشده
Economics.
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )