Introduction to Quantitative Macroeconomics Using Julia

Introduction to Quantitative Macroeconomics Using Julia

Author: Petre Caraiani

Publisher: Academic Press

Published: 2018-08-29

Total Pages: 238

ISBN-13: 0128135123

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Introduction to Quantitative Macroeconomics Using Julia: From Basic to State-of-the-Art Computational Techniques facilitates access to fundamental techniques in computational and quantitative macroeconomics. It focuses on the recent and very promising software, Julia, which offers a MATLAB-like language at speeds comparable to C/Fortran, also discussing modeling challenges that make quantitative macroeconomics dynamic, a key feature that few books on the topic include for macroeconomists who need the basic tools to build, solve and simulate macroeconomic models. This book neatly fills the gap between intermediate macroeconomic books and modern DSGE models used in research. Combines an introduction to Julia, with the specific needs of macroeconomic students who are interested in DSGE models and PhD students and researchers interested in building DSGE models Teaches fundamental techniques in quantitative macroeconomics by introducing theoretical elements of key macroeconomic models and their potential algorithmic implementations Exposes researchers working in macroeconomics to state-of-the-art computational techniques for simulating and solving DSGE models


Book Synopsis Introduction to Quantitative Macroeconomics Using Julia by : Petre Caraiani

Download or read book Introduction to Quantitative Macroeconomics Using Julia written by Petre Caraiani and published by Academic Press. This book was released on 2018-08-29 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to Quantitative Macroeconomics Using Julia: From Basic to State-of-the-Art Computational Techniques facilitates access to fundamental techniques in computational and quantitative macroeconomics. It focuses on the recent and very promising software, Julia, which offers a MATLAB-like language at speeds comparable to C/Fortran, also discussing modeling challenges that make quantitative macroeconomics dynamic, a key feature that few books on the topic include for macroeconomists who need the basic tools to build, solve and simulate macroeconomic models. This book neatly fills the gap between intermediate macroeconomic books and modern DSGE models used in research. Combines an introduction to Julia, with the specific needs of macroeconomic students who are interested in DSGE models and PhD students and researchers interested in building DSGE models Teaches fundamental techniques in quantitative macroeconomics by introducing theoretical elements of key macroeconomic models and their potential algorithmic implementations Exposes researchers working in macroeconomics to state-of-the-art computational techniques for simulating and solving DSGE models


An Introduction to Quantitative Economics

An Introduction to Quantitative Economics

Author: Brian Haines

Publisher:

Published: 1978

Total Pages: 166

ISBN-13: 9780043302866

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Book Synopsis An Introduction to Quantitative Economics by : Brian Haines

Download or read book An Introduction to Quantitative Economics written by Brian Haines and published by . This book was released on 1978 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt:


A Gentle Introduction to Effective Computing in Quantitative Research

A Gentle Introduction to Effective Computing in Quantitative Research

Author: Harry J. Paarsch

Publisher: MIT Press

Published: 2016-05-13

Total Pages: 777

ISBN-13: 0262034115

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A practical guide to using modern software effectively in quantitative research in the social and natural sciences. This book offers a practical guide to the computational methods at the heart of most modern quantitative research. It will be essential reading for research assistants needing hands-on experience; students entering PhD programs in business, economics, and other social or natural sciences; and those seeking quantitative jobs in industry. No background in computer science is assumed; a learner need only have a computer with access to the Internet. Using the example as its principal pedagogical device, the book offers tried-and-true prototypes that illustrate many important computational tasks required in quantitative research. The best way to use the book is to read it at the computer keyboard and learn by doing. The book begins by introducing basic skills: how to use the operating system, how to organize data, and how to complete simple programming tasks. For its demonstrations, the book uses a UNIX-based operating system and a set of free software tools: the scripting language Python for programming tasks; the database management system SQLite; and the freely available R for statistical computing and graphics. The book goes on to describe particular tasks: analyzing data, implementing commonly used numerical and simulation methods, and creating extensions to Python to reduce cycle time. Finally, the book describes the use of LaTeX, a document markup language and preparation system.


Book Synopsis A Gentle Introduction to Effective Computing in Quantitative Research by : Harry J. Paarsch

Download or read book A Gentle Introduction to Effective Computing in Quantitative Research written by Harry J. Paarsch and published by MIT Press. This book was released on 2016-05-13 with total page 777 pages. Available in PDF, EPUB and Kindle. Book excerpt: A practical guide to using modern software effectively in quantitative research in the social and natural sciences. This book offers a practical guide to the computational methods at the heart of most modern quantitative research. It will be essential reading for research assistants needing hands-on experience; students entering PhD programs in business, economics, and other social or natural sciences; and those seeking quantitative jobs in industry. No background in computer science is assumed; a learner need only have a computer with access to the Internet. Using the example as its principal pedagogical device, the book offers tried-and-true prototypes that illustrate many important computational tasks required in quantitative research. The best way to use the book is to read it at the computer keyboard and learn by doing. The book begins by introducing basic skills: how to use the operating system, how to organize data, and how to complete simple programming tasks. For its demonstrations, the book uses a UNIX-based operating system and a set of free software tools: the scripting language Python for programming tasks; the database management system SQLite; and the freely available R for statistical computing and graphics. The book goes on to describe particular tasks: analyzing data, implementing commonly used numerical and simulation methods, and creating extensions to Python to reduce cycle time. Finally, the book describes the use of LaTeX, a document markup language and preparation system.


Advanced lectures in quantitative economics

Advanced lectures in quantitative economics

Author: Frederick van der Ploeg

Publisher:

Published: 1990

Total Pages: 628

ISBN-13:

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Book Synopsis Advanced lectures in quantitative economics by : Frederick van der Ploeg

Download or read book Advanced lectures in quantitative economics written by Frederick van der Ploeg and published by . This book was released on 1990 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Introduction to Quantitative Methods in Economics

Introduction to Quantitative Methods in Economics

Author: C. D. Throsby

Publisher:

Published: 1979

Total Pages: 335

ISBN-13: 9780317298543

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Book Synopsis Introduction to Quantitative Methods in Economics by : C. D. Throsby

Download or read book Introduction to Quantitative Methods in Economics written by C. D. Throsby and published by . This book was released on 1979 with total page 335 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Papers in Quantitative Economics

Papers in Quantitative Economics

Author: Kansas-Missouri Joint Seminar in Theoretical and Applied Economics

Publisher: Lawrence : University Press of Kansas, [1969-71 c1968-71 .

Published: 1969

Total Pages: 634

ISBN-13:

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Book Synopsis Papers in Quantitative Economics by : Kansas-Missouri Joint Seminar in Theoretical and Applied Economics

Download or read book Papers in Quantitative Economics written by Kansas-Missouri Joint Seminar in Theoretical and Applied Economics and published by Lawrence : University Press of Kansas, [1969-71 c1968-71 .. This book was released on 1969 with total page 634 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Papers in Quantitative Economics

Papers in Quantitative Economics

Author: James P. Quirk

Publisher:

Published: 1968

Total Pages: 599

ISBN-13:

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Book Synopsis Papers in Quantitative Economics by : James P. Quirk

Download or read book Papers in Quantitative Economics written by James P. Quirk and published by . This book was released on 1968 with total page 599 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Introduction to Quantitative Methods in Economics

Introduction to Quantitative Methods in Economics

Author: D. E. James

Publisher:

Published: 1973

Total Pages: 0

ISBN-13: 9780608143583

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Book Synopsis Introduction to Quantitative Methods in Economics by : D. E. James

Download or read book Introduction to Quantitative Methods in Economics written by D. E. James and published by . This book was released on 1973 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Papers in Quantitative Economics

Papers in Quantitative Economics

Author: James P. Quirk

Publisher:

Published: 1968

Total Pages: 599

ISBN-13: 9780700600786

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Book Synopsis Papers in Quantitative Economics by : James P. Quirk

Download or read book Papers in Quantitative Economics written by James P. Quirk and published by . This book was released on 1968 with total page 599 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Advanced Mathematical Methods for Finance

Advanced Mathematical Methods for Finance

Author: Julia Di Nunno

Publisher: Springer Science & Business Media

Published: 2011-03-29

Total Pages: 532

ISBN-13: 364218412X

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This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed. The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products. This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance.


Book Synopsis Advanced Mathematical Methods for Finance by : Julia Di Nunno

Download or read book Advanced Mathematical Methods for Finance written by Julia Di Nunno and published by Springer Science & Business Media. This book was released on 2011-03-29 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed. The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products. This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance.