Elements of numerical mathematical economics with Excel : static and dynamic optimization

著者

    • Romeo, Giovanni

書誌事項

Elements of numerical mathematical economics with Excel : static and dynamic optimization

Giovanni Romeo

Academic Press, c2020

  • : pbk

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注記

Includes index

内容説明・目次

内容説明

Elements of Numerical Mathematical Economics with Excel: Static and Dynamic Optimization shows readers how to apply static and dynamic optimization theory in an easy and practical manner, without requiring the mastery of specific programming languages that are often difficult and expensive to learn. Featuring user-friendly numerical discrete calculations developed within the Excel worksheets, the book includes key examples and economic applications solved step-by-step and then replicated in Excel. After introducing the fundamental tools of mathematical economics, the book explores the classical static optimization theory of linear and nonlinear programming, applying the core concepts of microeconomics and some portfolio theory. This provides a background for the more challenging worksheet applications of the dynamic optimization theory. The book also covers special complementary topics such as inventory modelling, data analysis for business and economics, and the essential elements of Monte Carlo analysis. Practical and accessible, Elements of Numerical Mathematical Economics with Excel: Static and Dynamic Optimization increases the computing power of economists worldwide. This book is accompanied by a companion website that includes Excel examples presented in the book, exercises, and other supplementary materials that will further assist in understanding this useful framework.

目次

Part I Excel And Fundamental Mathematics For Economics1. Excel VBA, Solver and Other Advanced Worksheet Tools2. Univariate and Multivariate Calculus3. Elements of Linear Algebra4. Mathematics for Dynamic Economic Models Part II Static Optimization5. Classical Static Nonlinear Optimization Theory6. Microeconomic Theory in a Static Environment7. Linear Programming8. Nonlinear Optimization Applied to the Portfolio Theory Part III Dynamic Optimization9. Calculus of Variations (COV)10. Theory of Optimal Control (OC)11. Discrete Dynamic Programming (DDP) Part IV Special Topics12. Dynamic Production Planning and Inventory Modelling13. Data Analysis for Business and Economics14. Essential Monte Carlo Analysis

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