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Numerical Methods in Finance Paolo Brandimarte

Numerical Methods in Finance By Paolo Brandimarte

Numerical Methods in Finance by Paolo Brandimarte

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Summary

Integrates the topics of numerical methods, financial problem solving, and MATLAB. This work features MATLAB examples as a means of illustrating the concepts in practical and financial problems.

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Numerical Methods in Finance Summary

Numerical Methods in Finance: A MATLAB-based Introduction by Paolo Brandimarte

This book integrates the topics of numerical methods, financial problem solving, and MATLAB programming into one balanced treatment. Its tutorial approach features MATLAB examples as a means of illustrating the concepts in practical, every day financial problems.

Numerical Methods in Finance Reviews

...aims at an intermediate niche between cookbook applications of spreadsheets and higher--level math applied to fiance. (Reference & Research Book News, February 2002) ...intermediate--level textbook... (Quarterly of Applied Mathematics, Vol. LX, No. 2, June 2002)

About Paolo Brandimarte

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

Table of Contents

Preface. PART I: BACKGROUND. Financial Problems and Numerical Methods. PART II: NUMERICAL METHODS. Basics of Numerical Analysis. Optimization Methods. Principles of Monte Carlo Simulation. Finite Difference Methods for Partial Differential Equations. PART III: APPLICATIONS TO FINANCE. Optimization Models for Portfolio Management. Option Valuation by Monte Carlo Simulation. Option Valuation by Finite Difference Methods. PART IV: APPENDICES. Appendix A: Introduction to MATLAB Programming. Appendix B: Refresher of Probability Theory. Index.

Additional information

CIN0471396869G
9780471396864
0471396869
Numerical Methods in Finance: A MATLAB-based Introduction by Paolo Brandimarte
Paolo Brandimarte
Wiley Series in Probability and Statistics
Used - Good
Hardback
John Wiley and Sons Ltd
20011022
432
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in good condition, but if you are not entirely satisfied please get in touch with us

Customer Reviews - Numerical Methods in Finance