Applied Computational Economics and Finance
Mario J. Miranda & Paul L.Fackler
The Ohio State University & North  Carolina State University
MIT Press, 2002

这是一本经典的为经济金融博士生准备的数学教材所配套的Matlab代码。书内所有例题均附有matlab程序码哦！对于微观经济理论和宏观经济编程都非常有帮助哦～看下列大头们的评论就知道了～

Review    "One of this book's many strengths is its structure, the way theory-based                  chapters alternate with analytical ones. This will make it an invaluable resource in                  the classroom."--Thomas J. Sargent, Hoover Institution, Stanford University

"This book is an important contribution to the rapidly growing literature on computational economics and finance. It provides an extremely well integrated presentation of dynamic economic models and some of the most effective numerical methods for solving them. It reinforces these ideas by providing illustrative solutions written in Matlab. This book should enable most people who do not have extensive prior background in computation to understand the key methods and ideas, and to actually begin applying these methods to their own problems. I think it will be an essential part of the toolkit of the applied practitioner in economics or finance."
—John Rust, Professor of Economics, University of Maryland


[tr][/tr]

1.	Introduction	1
2.	Linear Equations and Computer Basics	7
3.	Nonlinear Equations and Complementarity Problems	29
4.	Finite-Dimensional Optimization	59
5.	Numerical Integration and Differentiation	85
6.	Function Approximation	115
7.	Discrete Time, Discrete State Dynamic Models	155
8.	Discrete Time, Continuous State Dynamic Models: Theory and Examples	189
9.	Discrete Time, Continuous State Dynamic Models: Methods	223
10.	Continuous Time Models: Theory and Examples	311
11.	Continuous Time Models: Solution Methods	371
	Appendix A: Mathematical Background	459
	Appendix B: A MATLAB Primer	477
	References	493