Téléchargez le livre :  Numerical Methods in Finance

Numerical Methods in Finance

A MATLAB-Based Introduction de

Éditeur :

Wiley-Interscience


Collection :

Wiley Series in Probability and Statistics

Paru le : 2003-10-13

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Description
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.
Pages
432 pages
Collection
Wiley Series in Probability and Statistics
Parution
2003-10-13
Marque
Wiley-Interscience
EAN papier
9780471396864
EAN PDF
9780471461692

Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
432
Taille du fichier
15575 Ko
Prix
103,34 €