| Description |
xiv, 468 pages : illustrations ; 25 cm + 1 computer disk (3 1/2 in.) |
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3 1/2 in |
| Contents |
1. Linear Programming with Mathematica: The Simplex Algorithm / Michael Carter -- 2. Linear Programming with Mathematica: Sensitivity Analysis / Michael Carter -- 3. Optimization with Mathematica / J.-C. Culioli -- 4. Optimizing with Piecewise Smooth Functions / Paul A. Rubin -- 5. Data Screening and Data Envelopment Analysis / Eduardo Ley -- 6. Efficiency in Production and Consumption / Hal R. Varian -- 7. Cost Allocation / William W. Sharkey -- 8. Simulating the Effects of Mergers Among Noncooperative Oligopolists / Luke M. Froeb and Gregory J. Werden -- 9. Auctions / John Dickhaut, Steve Gjerstad and Arijit Mukherji -- 10. Yield Management / Ward Hanson -- 11. Implementing Numerical Option Pricing Models / Simon Benninga, Raz Steinmetz and John Stroughair -- 12. YieldCurve / Mark Fisher and David Zervos -- 13. Log Spectral Analysis: Variance Components of Asset Prices / Luke M. Froeb -- 14. Data Analysis Using Mathematica / Robert A. Stine |
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15. Doing Monte Carlo Studies with Mathematica / David A. Belsley -- 16. Random[Title]: Manipulating Probability Density Functions / Colin Rose and Murray D. Smith |
| Summary |
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 |
| Notes |
"This collection of articles ... breaks new ground and builds upon ... Economic and financial modeling with Mathematica (TELOS/Springer-Verlag 1993)"--P. [4] of cover |
| Bibliography |
Includes bibliographical references |
| Notes |
System requirements for accompanying computer disk: DOS; files can be read on DOS/Windows, Macintosh, NeXT, and UNIX computers |
| Subject |
Mathematica (Computer program language)
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Econometric models -- Computer programs.
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Finance -- Computer programs.
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Econometric models -- Software.
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Finance -- Econometric models -- Computer programs.
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| Author |
Varian, Hal R.
|
| LC no. |
96200216 |
| ISBN |
0387945180 |
|
