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Numerical Methods in Finance: A MATLAB-Based Introduction
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Numerical Methods in Finance: A MATLAB-Based Introduction Hardback - 2001 - 1st Edition

by Paolo Brandimarte

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Summary

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.

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From the publisher

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.

First line

The purpose of this chapter is to outline some basic financial problems that can be tackled by numerical methods, to provide the reader with some background and motivation for the rest of the book.

Details

  • Title Numerical Methods in Finance: A MATLAB-Based Introduction
  • Author Paolo Brandimarte
  • Binding Hardback
  • Edition number 1st
  • Edition 1
  • Pages 432
  • Volumes 1
  • Language ENG
  • Publisher Wiley-Interscience
  • Publication date October 12, 2001
  • Illustrated Yes
  • ISBN 9780471396864 / 0471396869
  • Weight 1.59 lbs (0.72 kg)
  • Dimensions 9.66 x 6.04 x 1.01 in (24.54 x 15.34 x 2.57 cm)
  • Category Mathematics
  • Library of Congress subjects Finance - Statistical methods
  • Library of Congress Catalogue Number 2001026767
  • Dewey Decimal Code 332.015

About the author

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

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Numerical Methods in Finance: A MATLAB-Based Introduction
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Numerical Methods in Finance: A MATLAB-Based Introduction

by Brandimarte, Paolo

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9780471396864 / 0471396869
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Wiley-Interscience, 2001-10-12. 1. hardcover. Used: Good. 6.42x0.97x9.39. Buy with confidence. Excellent Customer Service & Return policy.
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Numerical Methods in Finance: A MATLAB-Based Introduction
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Numerical Methods in Finance: A MATLAB-Based Introduction

by Paolo Brandimarte

  • Used
  • Hardback
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Binding
Hardcover
ISBN 10 / ISBN 13
9780471396864 / 0471396869
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John Wiley & Sons Inc, 2002. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,800grams, ISBN:9780471396864
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Numerical Methods in Finance: A MATLAB-Based Introduction (Wiley Series in Probability and...
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Numerical Methods in Finance: A MATLAB-Based Introduction (Wiley Series in Probability and Statistics)

by Brandimarte, P.

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Hardcover
ISBN 10 / ISBN 13
9780471396864 / 0471396869
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Description:
John Wiley & Sons Inc, 2002. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,800grams, ISBN:9780471396864
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A$35.96
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Numerical Methods in Finance: A MATLAB-Based Introduction
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Numerical Methods in Finance: A MATLAB-Based Introduction

by Brandimarte, Paolo

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ISBN 10 / ISBN 13
9780471396864 / 0471396869
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hardcover. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book.
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Numerical Methods in Finance: A MATLAB-Based Introduction
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Numerical Methods in Finance: A MATLAB-Based Introduction

by Brandimarte, Paolo

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ISBN 10 / ISBN 13
9780471396864 / 0471396869
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Wiley-Interscience, 2001-10-12. 1. hardcover. New. 6.42x0.97x9.39. Buy with confidence. Excellent Customer Service & Return policy.
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