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This textbook provides a comprehensive introduction to computational methods used to solve dynamic problems in economics and finance. Emphasizing practical numerical methods over mathematical proofs, it focuses on techniques applicable to economic analyses. The book covers a wide range of topics, including linear and nonlinear equation methods, complementarity methods, finite-dimensional optimization, numerical integration and differentiation, and function approximation. It also delves into dynamic stochastic models, such as dynamic programming, rational expectations, and arbitrage pricing models in discrete and continuous time. MATLAB is utilized throughout to illustrate algorithms, and a utilities toolbox is included to assist readers in developing their own computational applications.

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245: $a: Applied Computational Economics and Finance
245: $b:
082: $a:
100: $a: Mario J. Miranda & Paul L. Fackler
650: $a: Computational economic
250: $a: 1st
440: $v: 1
250: $b: The MIT Press​
250: $c: 2002
020: $a: 978-0262633093
300: $a: 441