Judd, Kenneth 　著

内容

目次

Part 1 Introduction: introduction; elementary concepts in numericalanalysis. Part 2 Basics from numerical analysis on Rn: linear equations anditerative methods; optimization; nonlinear equations; approximation methods;numerical integration and differentiation; Monte Carlo and simulationmethods; quasi-Monte Carlo methods. Part 3 Numerical methods for functionalproblems: finite-difference methods; projection methods for functionalequations; numerical dynamic programming. Part 4 Perturbation methods:regular perturbation of simple systems; regular perturbations inmultidimensional systems; advanced asymptotic methods. Part 5 Applications todynamic equilibrium analysis; solution methods for perfect foresight models;solving rational expectations models.