Applied Computational Economics and Finance

Rating:
Summary: Fantastic book!
Review: This book is a must for economists or financial engineers. I used the book in a course and refer to it often now that I work in the industry. The Matlab examples are also excellent.

Rating:
Summary: Excellent for economists and financial analysts
Review: This is one of the few books that covers the topics of numerical methods to solve finance and economics problems. It provides a large number of generic applications.

Readers that can use Matlab will especially benefit. If so, be sure to get the author's toolbox and see the errata on the author's page.

There are two other books that might be useful to those interested in this text: Dixit and Pindyck's Investment Under Uncertainty (1994), and Patrick Anderson's Business Economics and Finance (2004) [my book], which cites the Dixit and Miranda texts.

Readers should be prepared for some math, although it is much more accessible here than in most graduate texts in financial mathematics.