Numerical Methods in Finance: A MATLAB-Based Introduction



Paolo Brandimarte "Numerical Methods in Finance: A MATLAB-Based Introduction"
Publisher: Wiley-Interscience | 2001 | ISBN 0471396869 | File type: PDF | 416 pages | 14.4 mb

Balanced coverage of the methodology and theory of numerical methods in finance Numerical Methods in Finance bridges the gap between financial theory and computational practice while helping students and practitioners exploit MATLAB for financial applications. Paolo Brandimarte covers the basics of finance and numerical analysis and provides background material that suits the needs of students from both financial engineering and economics perspectives. Classical numerical analysis methods; optimization, including less familiar topics such as stochastic and integer programming; simulation, including low discrepancy sequences; and partial differential equations are covered in detail. Extensive illustrative examples of the application of all of these methodologies are also provided. The text is primarily focused on MATLAB-based application, but also includes descriptions of other readily available toolboxes that are relevant to finance. Helpful appendices on the basics of MATLAB and probability theory round out this balanced coverage. Accessible for studentsâ�

[Fast Download] Numerical Methods in Finance: A MATLAB-Based Introduction


Related eBooks:
Critique of the New Consensus Macroeconomics and Implications for India
Computational Aspects of General Equilibrium Theory: Refutable Theories of Value
Business Models for Renewable Energy Initiatives: Emerging Research and Opportunities
Derivatives and Internal Models
GDP: A Brief but Affectionate History
Robert's Rules of Order: The Original Manual for Assembly Rules, Business Etiquette, and Conduct
Techniques of a Professional Commodity Chart Analyst
Incentivizing Peace: How International Organizations Can Help Prevent Civil Wars in Member Countries
Chart Reading for Professional Traders By Michael Jenkins
Giving Effective Feedback (HBR 20-Minute Manager Series)
L'analyse des films
The Economic Integration of Roman Italy
Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.