Foundations of Mathematical and Computational Economics

This is a book on the basics of mathematics and computation and their uses in economics for modern day students and practitioners. The reader is introduced to the basics of numerical analysis as well as the use of computer programs such as Matlab and Excel in carrying out involved computations. Sections are devoted to the use of Maple in mathematical analysis. Examples drawn from recent contributions to economic theory and econometrics as well as a variety of end of chapter exercises help to illustrate and apply the presented concepts.

Plenty of examples from all areas of economics and econometrics Emphasizes computation and programming in Matlab, Maple and Excel Numerous exercises and solutions to selected exercises

Includes supplementary material: sn.pub/extras

Auteur
Kamram M. Dadkhah is Associate Professor in the Department of Northwestern University, Boston, where his areas of interst are mathematical economics, econometrics, international economics, and economics of oil. He holds an MA and Ph.D. degrees in Economics from Indiana University, and an MS degree in Mathematics from Northeastern University. He has published in The Review of Economics and Statistics, Journal of Political Economy, International Journal of Middle Eastern Studies, European Journal of Operational Research, Decision Sciences, Empirical Economics, and Mathematical and Computer Modeling.

Contenu
Introduction.- Part I: Basic Concepts and Methods.- 1 Basic Mathematical Concepts and Methods.- 2 Basics of Computation.- 3 Basic Concepts and Methods of Probability Theory and Statistics.- Part II: Linear Algebra.- 4 Vectors.- 5 Matrix Algebra.- 6 Advance Topics in Matrix Algebra.- Part III: Calculus.- 7 Differentiation: Functions of One Variable.- 8 Differentiation: Functions of Several Variables.- 9 Taylor Expansion and Its Applications.- 10 Integration.- Part IV: Optimization.- 11 Static Optimization.- 12 Constrained Optimization.- 13 Dynamic Optimization.- Part V: Differential and Difference Equations.- 14 Differential Equations.- 15 Difference Equations.- 16 Systems of Differential Equations.- Index