Numerical methods in economics

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Détails bibliographiques
Auteur principal: Judd, Kenneth L.
Format: Livre papier
Langue:Anglais
Publié: Cambridge (Mass.) ; London : the MIT Press C 1998.
Sujets:
Note: Réimpr. 1999
Autres localisations: Voir dans le Sudoc
Table des matières:
  • Elementary concepts in numerical analysis Linear equations and iterative methods Optimization Nonlinear equations Approximation methods Numerical integration and differentiation Monte Carlo and simulation methods Quasi-Monte Carlo methods Finite-difference methods Projection methods for functional equations Numerical dynamic programming Regular perturbation of simple systems Regular perturbations in multidimensional systems Advanced asymptotic methods Solution methods for perfect foresight models Solving rational expectations models