Numerical Methods in Finance
A MATLAB-Based Introduction
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Beschreibung
Balanced coverage of the methodology and theory of numericalmethods in finance
Numerical Methods in Finance bridges the gap between financialtheory and computational practice while helping students andpractitioners exploit MATLAB for financial applications.
Paolo Brandimarte covers the basics of finance and numericalanalysis and provides background material that suits the needs ofstudents from both financial engineering and economicsperspectives. Classical numerical analysis methods; optimization,including less familiar topics such as stochastic and integerprogramming; simulation, including low discrepancy sequences; andpartial differential equations are covered in detail. Extensiveillustrative examples of the application of all of thesemethodologies are also provided.
The text is primarily focused on MATLAB-based application, but alsoincludes descriptions of other readily available toolboxes that arerelevant to finance. Helpful appendices on the basics of MATLAB andprobability theory round out this balanced coverage. Accessible forstudents-yet still a useful reference for practitioners-NumericalMethods in Finance offers an expert introduction to powerful toolsin finance.
Autor*in
Paolo Brandimarte
Themen in »Numerical Methods in Finance«
Finance & Investments Financial Engineering Finanz- u. Anlagewesen Finanz- u. Wirtschaftsstatistik Finanztechnik Mathematics Mathematik Numerical Methods Numerische Methoden Statistics Statistics for Finance, Business & Economics Statistik
Stimmen zu »Numerical Methods in Finance«
"...aims at an intermediate niche between cookbook applications ofspreadsheets and higher-level math applied to fiance."(Reference & Research Book News, February 2002)
"...intermediate-level textbook..." (Quarterly of AppliedMathematics, Vol. LX, No. 2, June 2002)
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