Programming Languages And Systems In Computational Economics And Finance
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Programming Languages And Systems In Computational Economics And Finance
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Author : Soren Bo Nielsen
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Programming Languages And Systems In Computational Economics And Finance written by Soren Bo Nielsen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
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. Each area has been developing its own computer systems and languages that suit its needs, but there is relatively little cross-fertilization among them yet. This volume contains a collection of papers that each highlights a particular system, language, model or paradigm from one of the computational disciplines, aimed at researchers and practitioners from the other fields. The 15 papers cover a number of relevant topics: Models and Modelling in Operations Research and Economics, novel High-level and Object-Oriented approaches to programming, through advanced uses of Maple and MATLAB, and applications and solution of Differential Equations in Finance. It is hoped that the material in this volume will whet the reader's appetite for discovering and exploring new approaches to old problems, and in the longer run facilitate cross-fertilization among the fields. We would like to thank the contributing authors, the reviewers, the publisher, and last, but not least, Jesper Saxtorph, Anders Nielsen, and Thomas Stidsen for invaluable technical assistance.
Programming Languages And Systems In Computational Economics And Finance
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Author : Søren S. Nielsen
language : en
Publisher: Springer Science & Business Media
Release Date : 2002-08-31
Programming Languages And Systems In Computational Economics And Finance written by Søren S. Nielsen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-08-31 with Business & Economics categories.
The developments within the computationally and numerically oriented areas of Operations Research, Finance, Statistics and Economics have been significant over the past few decades. Each area has been developing its own computer systems and languages that suit its needs, but there is relatively little cross-fertilization among them yet. This volume contains a collection of invited, peer-reviewed papers that each highlights a particular system, language, model or paradigm from one of the computational disciplines, aimed at researchers and practitioners from the other fields. The 15 papers cover a wide range of relevant topics; Models and Modelling in Operations Research and Economic (Matt Saltzman; Pere Gomis-Porqueras and Alex Haro; Jerome Kruiser; Don Shobrys), novel High-level and Object-Oriented approaches to programming (Jurgen Doornik; Chris Birchenhall; Christopher Baum; Tim Hultberg), through advanced uses of Maple and MATLAB (Des Higham and Peter Kloeden; Ric Herbert, Jerzy Ombach and Jolanta Jarnicka; George Lindfield and John Penny), and applications and solution of Differential Equations in Finance (Peter Honoré and Rolf Poulsen; Jens Hugger; Sasha Cyganowski and Lars GrÃ1⁄4ne). Each article is written from a personal, explorative perspective that invites the reader to discover new approaches to solving old problems. In the longer run it is hoped that this volume will facilitate cross-fertilization among the computational fields.
Introduction To Computational Economics Using Fortran
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Author : Hans Fehr
language : en
Publisher: Oxford University Press
Release Date : 2018
Introduction To Computational Economics Using Fortran written by Hans Fehr and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with Econometrics categories.
Introduction to Computational Economics Using Fortran is the essential guide to conducting economic research on a computer. Aimed at students of all levels of education as well as advanced economic researchers, it facilitates the first steps into writing programs using Fortran. Introduction to Computational Economics Using Fortran assumes no prior experience as it introduces the reader to this programming language. It shows the reader how to apply the most important numerical methods conducted by computational economists using the toolbox that accompanies this text. It offers various examples from economics and finance organized in self-contained chapters that speak to a diverse range of levels and academic backgrounds. Each topic is supported by an explanation of the theoretical background, a demonstration of how to implement the problem on the computer, and a discussion of simulation results. Readers can work through various exercises that promote practical experience and deepen their economic and technical insights. This textbook is accompanied by a website from which readers can download all program codes as well as a numerical toolbox, and receive technical information on how to install Fortran on their computer.
Computational Economics And Finance
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Author : Hal R. Varian
language : en
Publisher: Springer Science & Business Media
Release Date : 1996-08-09
Computational Economics And Finance written by Hal R. Varian and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-08-09 with Business & Economics categories.
This collection of articles is edited by Hal Varian, Dean of the School of Information Management and Systems, University of California, Berkeley. It provides a high quality and practical selection of contributed articles that impart the expertise of an international contingent of Mathematica users from the economic, financial, investments, quantitative business and operations research communities.
Quantitative Economic Policy
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Author : Reinhard Neck
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-03-04
Quantitative Economic Policy written by Reinhard Neck and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-03-04 with Political Science categories.
Econometric techniques and models are still being extensively used in the business of forecasting and policy advice. This book presents recent advances in the theory and applications of quantitative economic policy, with particular emphasis on fiscal and monetary policies in a European and global context. The volume honors Andrew Hughes Hallett, a pioneer and major scientist in quantitative economic policy analysis, whose contributors are among his friends and former students.
Computational Econometrics
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Author : Charles G. Renfro
language : en
Publisher: IOS Press
Release Date : 2004
Computational Econometrics written by Charles G. Renfro and has been published by IOS Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Business & Economics categories.
This publication contains a substantial amount of detail about the broad history of the development of econometric software based on the personal recollections of many people. For economists, the computer has increasingly become the primary applied research tool, and it is software that makes the computer work.
Agent Based Methods In Economics And Finance
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Author : Francesco Luna
language : en
Publisher: Springer Science & Business Media
Release Date : 2002
Agent Based Methods In Economics And Finance written by Francesco Luna and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Business & Economics categories.
This volume on financial and economic simulations in Swarmmarks the continued progress by a group of researchers to incorporateagent-based computer models as an important tool within theirdiscipline.Swarm promotes agent-based computer models as a tool for the study ofcomplex systems. A common "language" is leading to the growth ofuser communities in specific areas of application. Furthermore, byproviding an organizing framework to guide the development of moreproblem-specific structures, and by dealing with a whole range ofissues that affect their fundamental correctness and their ability tobe developed and reused, Swarm has sought to make the use ofagent-based models a legitimate tool of scientific investigation thatalso meets the practical needs of investigators within acommunity.Swarm's principal foundation is an object-oriented representation ofactive agents interacting among themselves and with their environment.To this base layer it adds its own structures to drive, record andportrait the events that occur across this world. The specificcontents of any world, however, are up to the experimenter to provide, either by building them from scratch or by tapping previouscontributions.This book is notable in assembling a rich array of such contributions, which are significant in their own right, but which can also be minedto extract the reusable elements in their respective areas of financeand economics. It also presents three interesting software additionswith tutorials in the form of simple financial and economicapplications. A Swarm meta-language closer to a natural language', the use of internet-augmented Swarm for experimental economics, and aSwarm visual builder will meet thechallenges launched by otheragent-based modelling competitors.The Swarm community at large can benefit greatly from the lead thatthe growing field of computational economics is taking to address itsown needs, as represented by th
Handbook Of Computational Finance
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Author : Jin-Chuan Duan
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-10-25
Handbook Of Computational Finance written by Jin-Chuan Duan and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-10-25 with Business & Economics categories.
Any financial asset that is openly traded has a market price. Except for extreme market conditions, market price may be more or less than a “fair” value. Fair value is likely to be some complicated function of the current intrinsic value of tangible or intangible assets underlying the claim and our assessment of the characteristics of the underlying assets with respect to the expected rate of growth, future dividends, volatility, and other relevant market factors. Some of these factors that affect the price can be measured at the time of a transaction with reasonably high accuracy. Most factors, however, relate to expectations about the future and to subjective issues, such as current management, corporate policies and market environment, that could affect the future financial performance of the underlying assets. Models are thus needed to describe the stochastic factors and environment, and their implementations inevitably require computational finance tools.
Tools For Computational Finance
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Author : Rüdiger U. Seydel
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-04-03
Tools For Computational Finance written by Rüdiger U. Seydel and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-04-03 with Business & Economics categories.
Tools for Computational Finance offers a clear explanation of computational issues arising in financial mathematics. The new third edition is thoroughly revised and significantly extended, including an extensive new section on analytic methods, focused mainly on interpolation approach and quadratic approximation. Other new material is devoted to risk-neutrality, early-exercise curves, multidimensional Black-Scholes models, the integral representation of options and the derivation of the Black-Scholes equation. New figures, more exercises, and expanded background material make this guide a real must-to-have for everyone working in the world of financial engineering.
Palgrave Handbook Of Econometrics
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Author : Terence C. Mills
language : en
Publisher: Springer
Release Date : 2009-06-25
Palgrave Handbook Of Econometrics written by Terence C. Mills and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-06-25 with Business & Economics categories.
Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.