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Preface | ||
Contributing Authors | ||
Pt. I | Models and Modelling | |
1 | COIN-OR: An Open-Source Library for Optimization | 3 |
2 | Macroeconomics: What can we learn from the Dynamical Systems literature? | 33 |
3 | The rapid implementation of asset/liability models for risk management | 63 |
4 | Human and Organization Challenges to the Use of Optimization | 93 |
Pt. II | High-level and Object Oriented Approaches | |
5 | Object-oriented Programming using Ox | 115 |
6 | Design Patterns in Hierarchical Models | 149 |
7 | Facilitating applied economic research with Stata | 173 |
8 | Formulation of Linear Optimization Problems in C++ | 199 |
Pt. III | Maple and MATLAB | |
9 | MAPLE and MATLAB for Stochastic Differential Equations in Finance | 233 |
10 | Computational Programming Environments | 271 |
11 | Statistics and simulations with Maple | 297 |
12 | MATLAB as a Flexible Tool for Data Analysis and Optimisation | 331 |
Pt. IV | Options and Differential Equations | |
13 | Option pricing with Excel | 369 |
14 | Numerical solution of boundary value problems in computational finance | 403 |
15 | MAPLE for Jump-Diffusion Stochastic Differential Equations in Finance | 441 |
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