Applied_Computational_Economics_and_Finance

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1、AppliedComputationalEconomicsandFinanceario.irandaThehioStateersitUnivyandaul.FacklerorthCarolinaStateersitUnivyContentsrefacexii1
ntroduction11.1SomeApparentlySimpleuestions...................11.2AneAlternativAnalyticForkramew...................3Exercises................................

2、.....52ComputerBasicsandinearEquations82.1ComputerArithmetic...........................82.2DataStorage...............................122.3inearEquationsandthe-UFactorization..............132.4GaussianElimination...........................172.5RoundingError..............................192.6
l

3、lConditioning..............................202.7SpecialinearEquations.........................222.8e
terativethods.............................23Exercises.....................................25Bibliographicotes...............................283onlinearEquations303.1Bisectionethod...........

4、..................313.2Function
teration.............................333.3ewton'sethod.............................353.4uasi-ewtonethods..........................393.5roblemsWithewtonethods....................433.6ChoosingaSolutionethod.......................463.7ytaritComplemenroblems.

5、......................483.8taritComplemenyethods........................51Exercises.....................................55Bibliographicotes...............................62iCTETSii4Finite-Dimensionalptimization634.1e-FativDerivreeethods.........................644.2ewton-Raphsonethod...

6、.....................684.3uasi-ewtonethods..........................704.4inehSearcethods...........................744.5SpecialCases...............................774.6Constrainedptimization........................79Exercises.....................................83Bibliographicotes.........

7、......................935
ntegrationandtiationDieren945.1ewton-Cotesethods..........................955.2Gaussianuadrature...........................975.3teonCarlotegration
n.........................1005.4teuasi-onCarlo