The approach to many problems in economic analysis has changed drastically with the development and dissemination of new and more efficient computational techniques. Computational Economic Systems: Models, Methods & Econometrics presents a selection of papers illustrating the use of new computational methods and computing techniques to solve economic problems. Part I of the volume consists of papers which focus on modelling economic systems, presenting computational methods to investigate the evolution of behavior of economic agents, techniques to solve complex...
The approach to many problems in economic analysis has changed drastically with the development and dissemination of new and more efficient computatio...
This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and gives special attention to simulation and optimization. Many chapters are organized as case studies around portfolio insurance and risk estimation problems. In particular, several chapters explain optimization heuristics and how to use them for portfolio selection and in calibration of estimation and option pricing models. Such practical examples allow readers to learn the steps for solving specific problems and apply these steps to others. At...
This book describes computational finance tools. It covers fundamental numerical analysis and computational techniques, such as option pricing, and...
