عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
1461353696
(Number (ISBN
146151049X
(Number (ISBN
9781461353690
(Number (ISBN
9781461510499
NATIONAL BIBLIOGRAPHY NUMBER
Number
b542532
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Programming Languages and Systems in Computational Economics and Finance
General Material Designation
[Book]
First Statement of Responsibility
edited by Søren S. Nielsen.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Boston, MA
Name of Publisher, Distributor, etc.
Springer US
Date of Publication, Distribution, etc.
2002
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1(XII, 460 Seiten)
SERIES
Series Title
Advances in Computational Economics, 18
CONTENTS NOTE
Text of Note
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.
SUMMARY OR ABSTRACT
Text of Note
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.
TOPICAL NAME USED AS SUBJECT
Artificial intelligence.
Economics -- Statistics.
Economics.
PERSONAL NAME - PRIMARY RESPONSIBILITY
edited by Søren S. Nielsen.
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Søren S Nielsen
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
