This book presents a variety of computational methods used to solve dynamic problems in economics and finance. It emphasizes practical numerical methods rather than mathematical proofs and focuses on techniques that apply directly to economic analyses. The examples are drawn from a wide range of subspecialties of economics and finance, with particular emphasis on problems in agricultural and resource economics, macroeconomics, and finance. The book also provides an extensive Web-site library of computer utilities and demonstration programs.

The book is divided into two parts. The...

This clearly written textbook clarifies the concepts underpinning descriptive and inferential statistics in organizational research. Acting as much more than a theoretical reference tool, step-by-step it guides readers through the various key stages of successful data analysis.
Covering everything from introductory descriptive statistics to advanced inferential techniques such as ANOVA, multiple and logistic regression and factor analysis, this is one of the most comprehensive textbooks available. Using examples directly relevant to organizational research it includes practical advice...

This concise textbook presents students with all they need for advancing in mathematical economics. Detailed yet student-friendly, Vohra's book contains chapters in, amongst others:

* Feasibility
* Convex Sets
* Linear and Non-linear Programming
* Lattices and Supermodularity.

Higher level undergraduates as well as postgraduate students in mathematical economics will find this book extremely useful in their development as economists.

Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the multilevel Monte Carlo method, the statistical Romberg method, and the Heath-Platen estimator, as well as recent financial and actuarial models, such as the Cheyette and dynamic mortality models.

The authors separately discuss Monte Carlo techniques, stochastic...

The Failure of Risk Management takes a close look at misused and misapplied basic analysis methods and shows how some of the most popular "risk management" methods are no better than astrology Using examples from the 2008 credit crisis, natural disasters, outsourcing to China, engineering disasters, and more, Hubbard reveals critical flaws in risk management methods-and shows how all of these problems can be fixed. The solutions involve combinations of scientifically proven and frequently used methods from...