% COMPECON: COMPUTATIONAL ECONOMICS AND FINANCE
% Demonstration Files to Accompany:
%   Applied Computational Economics and Finance
%   Mario J. Miranda & Paul L. Fackler
%   2002, MIT Press, Cambridge MA
%   ISBN 0-262-13420-9
%
% Note: Some demos are not discussed in the text
%
% *********** Introductory problems *********** 
% DEMINT01 Solves inverse demand problem
% DEMINT02 Solves nonlinear rational expectations agricultural market model
%
% *********** Linear Equations *********** 
% DEMLIN01 Compares effort to solve Ax=b by different methods
% DEMLIN02 Demonstrates ill-conditionsing of Vandermonde matrix
% DEMLIN03 Compares various methods for solving sparse linear equations
%
% *********** Rootfinding Problems *********** 
% DEMSLV01 Compute root of Rosencrantz function via Newton and Broyden methods
% DEMSLV02 Computes root of function using Newton, quasi-Newton and Bisection
% DEMSLV03 Computes fixed point y=[x1^2+x2^3;x1*x2-0.5] via function iteration and Newton methods
% DEMSLV04 Graphical demonstration of computing fixed point y=x^0.5
% DEMSLV05 Compare various linear complementarity algorithms
% DEMSLV06 Demonstrates different NCP methods
% DEMSLV07 Demonstrates different NCP methods with Billup's function
% DEMSLV08 Compute fixedpoint of using function iteration and Newton method
% DEMSLV10 Demonstrates bisection method
% DEMSLV11 Generates figures for Chapter 3
% DEMSLV12 Cournot demonstration
% DEMSLV13 Illustrates CP problems
% DEMSLV14 Illustrates Problematic Complementarity Problems
% DEMSLV15 Illustrates minmax and semi-smooth reformulations of CP problems
% DEMSLV16 Billups Hard NCP
% 
% *********** Optimization Problems ***********
% DEMOPT01 Illustrates maximization via golden search
% DEMOPT02 Displays changes in a simplex
% DEMOPT03 Demonstrates Nelder-Mead simplex method
% DEMOPT04 Demonstrates Quasi-Newton maximization
% DEMOPT05 Step length determination
% DEMOPT06 Illustrates constrained optimization problems
% DEMOPT07 Maximizes function subject to simple bounds via sequential LCP
% 
% *********** Quadrature Methods ***********
% DEMQUA01 Plots equi-distributed sequences in 2-D
% DEMQUA02 Compute expectation of function of random normal vector
% DEMQUA03 Compares quadrature methods
% DEMQUA04 Compare various quadrature methods
% DEMQUA05 Compares Chebyshev and Legendre quadrature nodes and weights
% 
% *********** Derivatives and Differential Equation Examples ***********
% DEMDIF01 Plot to illustrate finite difference Hessian evaluation
% DEMDIF02 Demonstrates errors in finite difference differentiation of e(x)
% DEMDIF03 Commercial Fishery Model (from V.L. Smith)
% 
% *********** Function Approximation ***********
% DEMAPP00 Creates Table 6.1
% DEMAPP01 Plot basis functions and standard nodes for major approximation schemes
% DEMAPP02 Compare polynomial and spline approximation of function exp(-x)
% DEMAPP03 Compare conditioning of Vandermonde and Chebychev matrices
% DEMAPP04 Approximating Runge's function and other comparisons
% DEMAPP05 Demonstrates alternative approximants for various functions
% DEMAPP06 Approximate exp(-x) on [-1,1] via spline and Chebychev approximation
% DEMAPP07 Approximate y=x1/exp(x2) on [0,5]x[-1,1] using spline and Chebychev approximation
% DEMAPP08 Approximate y=(exp(x1*x2)+x3^3)/100 on [0,1]^3 via spline and Chebychev approximation
% DEMAPP09 Cournot oligopolist problem
% DEMAPP10 Approximate function inverse via collocation
% DEMAPP11 Equilibrium Storage Problem
% 
% *********** Boundary Value Problems ***********
% DEMBVP01  BVP illustrative example 
% DEMBVP02  Commodity storage example
% 
% *********** Discrete Dynamic Programming ***********
% DEMDDP01 Mine Management Model
% DEMDDP02 Asset Replacement Model
% DEMDDP03 Asset Replacement with Maintenance Model
% DEMDDP04 Binomial American Option Pricing Model
% DEMDDP05 Water Management Model
% DEMDDP06 Bioeconomic Model
% DEMDDP07 Renewable Resource Model 
% DEMDDP08 Job Search Model
% DEMDDP09 Deterministic Cow Replacement Model
% DEMDDP10 Stochastic Cow Replacement Model
% DEMDDP11 Optimal growth model
%
% *********** Dynamic Programming ***********
% DEMDP01 Asset Replacement Model
% DEMDP02 Industry Entry-Exit Model
% DEMDP03 Timber Cutting Model
% DEMDP04 American Option Pricing Model
% DEMDP05 Job Search Model
% DEMDP06 Asset Replacement-Maintanence Model
% DEMDP07 Optimal Growth Model
% DEMDP08 Renewable Resource Model
% DEMDP09 Non-Renewable Resource Model
% DEMDP10 Water Management Model
% DEMDP11 Monetary Policy Model
% DEMDP12 Production-Adjustment Model
% DEMDP13 Producton-Inventory Model
% DEMDP14 Livestock Feeding Model
%
% *********** Dynamic Games ***********
% DEMGAME01 Capital Production Game
% DEMGAME02 Income Redistribution Game
% DEMGAME03 Marketing Board Game
% 
% *********** Rational Expectations Models ***********
% DEMREM01 Asset Pricing Model
% DEMREM02 Commodity Storage Model
% DEMREM03 Government Price Support Model
%  
% *********** Financial Asset Pricing ***********
% DEMFIN01 Cox-Ingersoll-Ross bond pricing example
% DEMFIN02 Black-Scholes option pricing model
% DEMFIN03 Heston's stochastic volatility option pricing model
% DEMFIN04 American put option pricing problem
% DEMFIN05 Barrier option pricing problem
% DEMFIN06 Compound option pricing example - option on a bond
% DEMFIN07 Asian option pricing demonstration
% DEMFIN08 Affine asset pricing demonstration
% DEMFIN09 Financial asset calibration demonstration
% 
% *********** Stochastic Control ***********
% DEMSC01 Optimal Growth Model
% DEMSC02 Renewable Resource Model
% DEMSC03 Production-Adjustment Model
% DEMSC04 Optimal Fish Harvest Model
% DEMSC05 Sequential Learning Model
% DEMSC06 Nonrenewable Resource Model (continuous time)
% 
% *********** Regime Switching Problems ***********
% DEMRS01 Asset Abandonment Model
% DEMRS02 Optimal Fish Harvest Model
% DEMRS03 Entry/exit Model
%
% *********** Impulse Control Problems ***********
% DEMIC01 Asset Replacement Model
% DEMIC02 Timber Harvesting Model
% DEMIC03 Storage Management Model
% DEMIC04 Capacity Choice Model
% DEMIC05 Cash Management Model
% DEMIC06 Optimal Fish Harvest Model (infinite harvest rate)