Numerical Methods in Finance

A MATLAB-based Introduction

Paolo Brandimarte (Autor)

Buch | Hardcover

432 Seiten

2001
John Wiley & Sons Inc (Verlag)
978-0-471-39686-4 (ISBN)

Infos

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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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.

Autor

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

Inhalt

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.

Produkt-Details

• Erscheint lt. Verlag: 30.10.2001
• Reihe/Serie: Wiley Series in Probability and Statistics
• Zusatzinfo: Ill.
• Verlagsort: New York
• Sprache: englisch
• Maße: 161 x 246 mm
• Gewicht: 709 g
• Themenwelt: Mathematik / Informatik ► Mathematik ► Computerprogramme / Computeralgebra
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
• ISBN-10: 0-471-39686-9 / 0471396869
• ISBN-13: 978-0-471-39686-4 / 9780471396864
• Zustand: Neuware