Programming Languages and Systems in Computational Economics and Finance: 18 (Advances in Computational Economics, 18) - Hardcover

Hardcover

ISBN 10: 1402071396 ISBN 13: 9781402071393

Publisher: Kluwer Academic Publishers, 2002

Synopsis

The developments within the computationally and numerically oriented ar­ eas of Operations Research, Finance, Statistics and Economics have been sig­ nificant over the past few decades. Each area has been developing its own computer systems and languages that suit its needs, but there is relatively little cross-fertilization among them yet. This volume contains a collection of papers that each highlights a particular system, language, model or paradigm from one of the computational disciplines, aimed at researchers and practitioners from the other fields. The 15 papers cover a number of relevant topics: Models and Modelling in Operations Research and Economics, novel High-level and Object-Oriented approaches to programming, through advanced uses of Maple and MATLAB, and applications and solution of Differential Equations in Finance. It is hoped that the material in this volume will whet the reader's appetite for discovering and exploring new approaches to old problems, and in the longer run facilitate cross-fertilization among the fields. We would like to thank the contributing authors, the reviewers, the publisher, and last, but not least, Jesper Saxtorph, Anders Nielsen, and Thomas Stidsen for invaluable technical assistance.

About this title

Synopsis

This volume contains a collection of invited, peer-reviewed papers that each highlights a particular system, language, model or paradigm from one of the computational disciplines, aimed at researchers and practitioners from the other fields. The 15 papers cover a wide range of relevant topics: Models and Modelling in Operations Research and Economic (Matt Saltzman; Pere Gomis-Porqueras and Alex Haro; Jerome Kruiser; and Don Shobrys), novel High-level and Object-Oriented approaches to programming (Jurgen Doornik; Chris Birchenhall; Christopher Baum; and Tim Hultberg), through advanced uses of Maple and MATLAB (Des Higham and Peter Kloeden; Ric Herbert, Jerzy Ombach and Jolanta Jarnicka; and George Lindfield and John Penny), and applications and solution of Differential Equations in Finance (Peter Honore and Rolf Poulsen; Jens Hugger; and Sasha Cyganowski and Lars Grune).

Edition details

• Publisher: Kluwer Academic Publishers
• Publication date: 2002
• Language: English
• ISBN 10: 1402071396
• ISBN 13: 9781402071393
• Binding: Hardcover
• Number of pages: 472
• Editor: Nielsen Soren Bo