Numerical Methods in Finance: A Matlab-Based Introduction (Wiley Series in Probability and Statistics-Financial Engineering Section) - Hardcover

Brandimarte, Paolo

Hardcover

ISBN 10: 0471396869 ISBN 13: 9780471396864

Verlag: John Wiley & Sons Inc, 2001

Inhaltsangabe

Balanced coverage of the methodology and theory of numerical methods in financ

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 students?yet still a useful reference for practitioners?Numerical Methods in Finance offers an expert introduction to powerful tools in finance

Über diesen Titel

Über die Autorin bzw. den Autor

PAOLO BRANDIMARTE is Professor of Quantitative Methods for Finance and Logistics at Politecnico di Torino in Italy.

Von der hinteren Coverseite

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 students–yet still a useful reference for practitioners–Numerical Methods in Finance offers an expert introduction to powerful tools in finance.

Details zur Ausgabe

• Verlag: John Wiley & Sons Inc
• Erscheinungsdatum: 2001
• Sprache: Englisch
• ISBN 10: 0471396869
• ISBN 13: 9780471396864
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 403
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar