Computational economics and finance: modeling and analysis with Mathematica/
Hal R. Varian, editor.
- Santa Clara, Calif.: Springer/Telos, c1996.
- xiv, 468 p.: ill.; 25 cm. ++ 1 computer disk (3 1/2 in.)
"This collection of articles ... breaks new ground and builds upon ... Economic and financial modeling with Mathematica (TELOS/Springer-Verlag 1993)"--P. [4] of cover.
Includes bibliographical references.
Linear programming with mathematica : the simplex algorithm ; Linear programming with mathematica : sensitivity analysis / Michael Carter -- Optimization with mathematica / J.-C. Culioli -- Optimizing with piecewise smooth functions / Paul A. Rubin -- Data screening and data envelopment analysis / Eduardo Ley -- Efficiency in production and consumption / Hal R. Varian -- Cost allocation / William W. Sharkey -- Simulating the effects of mergers among noncooperative oligopolists / Luke M. Froeb and Gregory J. Werden -- Auctions / John Dickhaut, Steve Gjerstad, and Arijit Mukherji -- Yield management / Ward Hanson -- Implementing numerical option pricing models / Simon Benninga, Raz Steinmetz, and John Stroughair -- YieldCurve / Mark Fisher and David Zervos -- Log spectral analysis : variance components of asset prices / Luke M. Froeb -- Data analysis using mathematica / Robert A. Stine - Doing Monte Carlo studies with mathematica / David A. Belsley -- Random[title] : manipulating probability density functions / Colin Rose and Murray D. Smith .
System requirements for accompanying computer disk: DOS; files can be read on DOS/Windows, Macintosh, NeXT, and UNIX computers.