ISBN 13 : 978-0-262-10071-7

Sommaire : Contents
I INTRODUCTION
1 Introduction
2 Elementary Concepts in Numerical Analysis

II BASICS FROM NUMERICAL ANALYSIS ON Rn
3 Linear Equations and Iterative Methods
4 Optimization
5 Nonlinear Equations
6 Approximation Methods
7 Numerical Integration and Differentiation
8 Monte Carlo and Simulation Methods
9 Quasi-Monte Carlo Methods

III NUMERICAL METHODS FOR FUNCTIONAL PROBLEMS
10 Finite-Difference Methods
11 Projection Methods for Functional Equations
12 Numerical Dynamic Programming
IV PERTURBATION METHODS
13 Regular Perturbations of Simple Systems
14 Regular Perturbations in Multidimensional Systems
15 Advanced Asymptotic Methods
V APPLICATIONS TO DYNAMIC EQUILIBRIUM ANALYSIS
16 Solution Methods for Perfect Foresight Models
17 Solving Rational Expectations Models

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque