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. This work breaks new ground and builds upon an earlier, highly successful collection of contributed articles, also edited by Hal Varian,
Economic and Financial Modeling with Mathematica (TELOS/Springer-Verlag, 1993). 3.5" DOS diskette included.
Linear Programming with
Mathematica: The Simplex Algorithm | Linear Programming with
Mathematica: Sensitivity Analysis | Optimization with
Mathematica | Optimizing with Piecewise Smooth Functions | Data Screening and Data Development Analysis | Efficiency in Production and Consumption | Cost Allocation | Simulating the Effects of Mergers among Noncooperative Oligopolists | Auctions | Yield Management | Implementing Numerical Option Pricing Models |
YieldCurve | Log Spectral Analysis: Variance Components of Asset Prices | Data Analysis Using
Mathematica | Doing Monte Carlo Studies with
Mathematica | Random[Title]: Manipulating Probability Density Functions
Applied Mathematics,
Economics and Finance,
Probability and Statistics
