Hal R. Varian (ed.)

Computational Economics and Finance

Modeling and Analysis with Mathematica®
Mitarbeit:Varian, Hal R.

• Gebundenes Buch

Produktbeschreibung

As with the first volume, Volume Two of Economic and Financial Modeling with Mathematica is edited by Hal Varian, and its contributors are carefully selected by him to assure a high quality, practical work reflecting the efforts and expertise of an international cadre of Mathematica users from the economic, financial, investments, quantitative business and operations research communities.

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Produktdetails

• TELOS, The Electronic Library of Science
• Verlag: Springer / Springer New York / Springer, Berlin
• Artikelnr. des Verlages: 978-0-387-94518-7
• 1996.
• Seitenzahl: 488
• Erscheinungstermin: 9. August 1996
• Englisch
• Abmessung: 260mm x 183mm x 31mm
• Gewicht: 1028g
• ISBN-13: 9780387945187
• ISBN-10: 0387945180
• Artikelnr.: 06252437

Autorenporträt

Hal R. Varian is the Class of 1944 Professor at the School of Information Management and Systems (SIMS) , the Haas School of Business, and the Department of Economics at the University of California, Berkeley. From 1995-2002, he served as the founding dean of SIMS. He received his S.B. degree from MIT in 1969 and his MA (mathematics) and Ph.D. (economics) from UC Berkeley in 1973. He has taught at MIT, Stanford, Oxford, Michigan and other universities around the world. Professor Varian is a fellow of the Guggenheim Foundation, the Econometric Society, and the American Academy of Arts and Sciences. He has served as Co-Editor of the American Economic Review and is on the editorial boards of several journals. Professor Varian has published numerous papers in economic theory, industrial organization, financial economics, econometrics and information economics. He is the author of two major economics textbooks which have been translated into 22 languages. His current research has

been concerned with the economics of information technology and the information economy. He is the co-author of a bestselling book on business strategy, Information Rules: A Strategic Guide to the Network Economy and writes a monthly column for the The New York Times.

Inhaltsangabe

Contents : Monte Carlo Studies w/ Mathematica .- Implementing Numerical Option Pricing Models.- Linear Programming.- Auctions.- Interest Rates.- Simulating the Effect of Mergers Among Noncooperative Oligopolists.- Log Spectral Analysis of Financial Models and Data.- Perishable Asset Management.- Data Envelopment Analysis and Data Screening.- Manipulating Probability Distributions.- Nonconvex Optimization: Cost Allocation.