17.1 The Lucas Asset Pricing Model

17.3 Information and Asset Markets

17.5 A Simple Stochastic Dynamic Growth Model

Numerical Methods in Economics

Kenneth L. Judd

- 1 Introduction
- 2 Elementary Concepts
- 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
- 10 Finite-Diﬀerence Methods
- 11 Projection Methods for Functional Equations
- 12 Numerical Dynamic Programming
- 13 Regular Perturbations of Simple System
- 14 Regular Perturbations in Multidimensional System
- 15 Advanced Asymptotic Methods
- 16 Solution Methods for Perfect Foresight Models
- 17 Solving Rational Expectations Models

- 1 Introduction – 2nd Edition
- 2 Elementary Aspects of Numerical Analysis 2nd Edition
- 3 Linear Equations – 2nd Edition
- 4 Unconstrained Optimization – 2nd Edition
- 5 Nonlinear Equations – 2nd Edition
- 6 Constrained Optimization – 2nd Edition
- 7 Nonlinear Complementarity Problems – 2nd Edition
- 8 Classical Approximation Methods – 2nd Edition
- 9 Modern Approximation Methods – 2nd Edition
- 10 Numerical Quadrature – 2nd Edition
- 11 Monte Carlo and quasi-Monte Carlo – 2nd Edition
- 12 Finite-Diﬀerence Methods – 2nd Edition
- 13 Projection Methods – 2nd Edition
- 14 Numerical Dynamic Programming — 2nd Edition
- 15 Perturbation Methods in Euclidean Spaces – 2nd Edition
- 16 Perturbation Methods in Function Spaces – 2nd Edition
- 17 Asymptotic Methods – 2nd Edition
- 18 Perfect Foresight Models – 2nd Edition
- 19 Rational Expectations Models – 2nd Edition
- 20 Dynamic Games – 2nd Edition
- 21 Supergames – 2nd Edition
- 22 Numerical Algebraic Geometry – 2nd Edition

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