This chapter surveys research on agent-based models used in finance. It will concentrate on models where the use of computational tools is critical for the process of crafting models which give insights into the importance and dynamics of investor heterogeneity in many financial settings.

Introduction -- Issues facing the steel industry -- Policy problems -- Excess steel in the world -- Supply glut in India -- Producers and their product mix -- Who to promote, the integrated mills or electric furnaces? -- The demand failure of steel in India -- The myth of the s curve -- Metallic...