Hands-on book describing how economists can use
Mathematica in their research and teaching. Divided into three sections on economic theory, financial economics, and econometrics. Each chapter describes techniques for solving various economic and financial problems, and then provides
Mathematica programs based on each method. An electronic supplement is available.
Symbolic Optimization | Designing an Incentive-Compatible Contract | Economic Dynamics | Perturbation Solution Methods for Economic Growth Models | General Equilibrium Models | Symbolic Algebra Programming for Analyzing the Long Run Dynamics of Economic Models | A Program for Finding Nash Equilibria | Cooperative Games |
Mathematica and Diffusions | Itovsn3: Doing Stochastic Calculus with
Mathematica | Bounded and Unbounded Stochastic Processes | Option Valuation | Nonlinear Systems Estimation: Asset Pricing Model Application | Econometrics.m: A Package for Doing Econometrics in
Mathematica | Bayesian Econometrics: Conjugate Analysis and Rejection Sampling | Time Series Models and
Mathematica | Decision Analytica: An Example of Bayesian Inference and Decision Theory Using
Mathematica
Economics and Finance
