Computational Economics and Finance, Hal R. Varian
Автор: Sandmo, Agnar Название: Economics evolving: A History of Economic Thought ISBN: 0691148422 ISBN-13(EAN): 9780691148427 Издательство: Wiley Рейтинг: Цена: 4752.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Describes the history of economic thought, focusing on the development of economic theory from Adam Smith`s "Wealth of Nations" to the late twentieth century. This text examines how important economists have reflected on the sometimes conflicting goals of efficient resource use and socially acceptable income distribution.
Автор: Svetlozar T. Rachev; George A. Anastassiou Название: Handbook of Computational and Numerical Methods in Finance ISBN: 1461264766 ISBN-13(EAN): 9781461264767 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. Although numerical methods in finance have been studied intensively in recent years, many theoretical and practical financial aspects have yet to be explored.
Автор: Matthias Ehrhardt; Michael G?nther; E. Jan W. ter Название: Novel Methods in Computational Finance ISBN: 3319612816 ISBN-13(EAN): 9783319612812 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book discusses the state-of-the-art and open problems in computational finance. It presents a collection of research outcomes and reviews of the work from the STRIKE project, an FP7 Marie Curie Initial Training Network (ITN) project in which academic partners trained early-stage researchers in close cooperation with a broader range of associated partners, including from the private sector.
The aim of the project was to arrive at a deeper understanding of complex (mostly nonlinear) financial models and to develop effective and robust numerical schemes for solving linear and nonlinear problems arising from the mathematical theory of pricing financial derivatives and related financial products. This was accomplished by means of financial modelling, mathematical analysis and numerical simulations, optimal control techniques and validation of models.
In recent years the computational complexity of mathematical models employed in financial mathematics has witnessed tremendous growth. Advanced numerical techniques are now essential to the majority of present-day applications in the financial industry.
Special attention is devoted to a uniform methodology for both testing the latest achievements and simultaneously educating young PhD students. Most of the mathematical codes are linked into a novel computational finance toolbox, which is provided in MATLAB and PYTHON with an open access license. The book offers a valuable guide for researchers in computational finance and related areas, e.g. energy markets, with an interest in industrial mathematics.
Автор: Seydel, Rudiger U. Название: Tools for computational finance ISBN: 1447173376 ISBN-13(EAN): 9781447173373 Издательство: Springer Рейтинг: Цена: 10480.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Using a `learning by calculating` approach, this comprehensive introductory text shows how stochastic computational methods are used across the field of finance. The revised and expanded fifth edition includes updates, as well as new material and exercises.
Автор: Norbert Hilber; Oleg Reichmann; Christoph Schwab; Название: Computational Methods for Quantitative Finance ISBN: 3642435327 ISBN-13(EAN): 9783642435324 Издательство: Springer Рейтинг: Цена: 9781.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book introduces algorithms for fast, accurate pricing of derivative contracts. These are developed in classical Black-Scholes markets, and extended to models based on multiscale stochastic volatility, to Levy, additive and classes of Feller processes.
Автор: Jin-Chuan Duan; Wolfgang Karl H?rdle; James E. Gen Название: Handbook of Computational Finance ISBN: 3662507072 ISBN-13(EAN): 9783662507070 Издательство: Springer Рейтинг: Цена: 40389.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The latest volume in the Springer Handbooks of Computational Statistics series covers the full range of finance, including the modern class of financial tools, computational efficient algorithms, the pricing of complex products, risk behavior and much more.
Автор: Kamran Dadkhah Название: Foundations of Mathematical and Computational Economics ISBN: 3642423930 ISBN-13(EAN): 9783642423932 Издательство: Springer Рейтинг: Цена: 19559.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is a book on the basics of mathematics and computation and their uses in economics for modern day students and practitioners. The reader is introduced to the basics of numerical analysis as well as the use of computer programs such as Matlab and Excel in carrying out involved computations.
Описание: 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.
Автор: Erricos John Kontoghiorghes; B. Rustem; S. Siokos Название: Computational Methods in Decision-Making, Economics and Finance ISBN: 1441952306 ISBN-13(EAN): 9781441952301 Издательство: Springer Рейтинг: Цена: 41787.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Computing has become essential for the modeling, analysis, and optimization of systems. This book is devoted to algorithms, computational analysis, and decision models. The chapters are organized in two parts: optimization models of decisions and models of pricing and equilibria.
Автор: H. Amman; D.A. Belsley; L.F Pau Название: Computational Economics and Econometrics ISBN: 9401053944 ISBN-13(EAN): 9789401053945 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The field of Computational Economics is a fast growing area. This volume of the Advanced Series in Theoretical and Applied and Econometrics comprises a selected number of papers in the field of computational economics presented at the Annual Meeting of the Society Economic Dynamics and Control held in Minneapolis, June 1990.
Автор: William W. Cooper; Andrew B. Whinston Название: New Directions in Computational Economics ISBN: 9401043302 ISBN-13(EAN): 9789401043304 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: New Directions in Computational Economics brings together for the first time a diverse selection of papers, sharing the underlying theme of application of computing technology as a tool for achieving solutions to realistic problems in computational economics and related areas in the environmental, ecological and energy fields. Part I of the volume addresses experimental and computational issues in auction mechanisms, including a survey of recent results for sealed bid auctions. The second contribution uses neural networks as the basis for estimating bid functions for first price sealed bid auctions. Also presented is the smart market' computational mechanism which better matches bids and offers for natural gas. Part II consists of papers that formulate and solve models of economics systems. Amman and Kendrick's paper deals with control models and the computational difficulties that result from nonconvexities. Using goal programming, Nagurney, Thore and Pan formulate spatial resource allocation models to analyze various policy issues. Thompson and Thrall next present a rigorous mathematical analysis of the relationship between efficiency and profitability. The problem of matching uncertain streams of assets and liabilities is solved using stochastic optimization techniques in the following paper in this section. Finally, Part III applies economic concepts to issues in computer science in addition to using computational techniques to solve economic models.
Автор: Thomas Brenner Название: Computational Techniques for Modelling Learning in Economics ISBN: 1461372852 ISBN-13(EAN): 9781461372851 Издательство: Springer Рейтинг: Цена: 27950.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Computational Techniques for Modelling Learning in Economics offers a critical overview of the computational techniques that are frequently used for modelling learning in economics.
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