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

Valutazione media 4,12
( su 16 valutazioni fornite da Goodreads )
 
9780471745037: Numerical Methods in Finance and Economics: A MATLAB-Based Introduction

A state-of-the-art introduction to the powerful mathematical and statistical tools used in the field of finance

The use of mathematical models and numerical techniques is a practice employed by a growing number of applied mathematicians working on applications in finance. Reflecting this development, Numerical Methods in Finance and Economics: A MATLAB?-Based Introduction, Second Edition bridges the gap between financial theory and computational practice while showing readers how to utilize MATLAB?--the powerful numerical computing environment--for financial applications.

The author provides an essential foundation in finance and numerical analysis in addition to background material for students from both engineering and economics perspectives. A wide range of topics is covered, including standard numerical analysis methods, Monte Carlo methods to simulate systems affected by significant uncertainty, and optimization methods to find an optimal set of decisions.

Among this book's most outstanding features is the integration of MATLAB?, which helps students and practitioners solve relevant problems in finance, such as portfolio management and derivatives pricing. This tutorial is useful in connecting theory with practice in the application of classical numerical methods and advanced methods, while illustrating underlying algorithmic concepts in concrete terms.

Newly featured in the Second Edition:
* In-depth treatment of Monte Carlo methods with due attention paid to variance reduction strategies
* New appendix on AMPL in order to better illustrate the optimization models in Chapters 11 and 12
* New chapter on binomial and trinomial lattices
* Additional treatment of partial differential equations with two space dimensions
* Expanded treatment within the chapter on financial theory to provide a more thorough background for engineers not familiar with finance
* New coverage of advanced optimization methods and applications later in the text
Numerical Methods in Finance and Economics: A MATLAB?-Based Introduction, Second Edition presents basic treatments and more specialized literature, and it also uses algebraic languages, such as AMPL, to connect the pencil-and-paper statement of an optimization model with its solution by a software library. Offering computational practice in both financial engineering and economics fields, this book equips practitioners with the necessary techniques to measure and manage risk.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

About the Author:

PAOLO BRANDIMARTE is Professor of Quantitative Methods for Finance and Logistics at Politecnico di Torino in Italy. He is the author of several publications, including five books, on the application of optimization and simulation to diverse areas such as production management, telecommunications, and finance. Dr. Brandimarte has extensive teaching experience in engineering and economics faculties, including master's and PhD-level courses.

Review:

"Inquisitive statisticians may find this book an interesting read in which to put their theories and epistemology to the test." (Journal of American Statistics, 2008)

"In summary, this book is a "must have" for professionals and researchers who employ numerical methods in economic and financial modeling. The amount and quality of the material that the author offers is so generous that readers are likely to benefit from it even if they are not interested in some of the specific applications presented." (Interfaces, June 2008)

"...a broad and enjoyable introduction to computational finance." (Journal of the American Statistical Association, December 2007)

"...written in such a lucid way that it provides great pleasure in reading...excellent for students...of great value to practitioners who are new to the field." (MAA Reviews, November 23, 2006)

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

I migliori risultati di ricerca su AbeBooks

1.

Brandimarte
ISBN 10: 0471745030 ISBN 13: 9780471745037
Nuovi Rilegato Quantità: 3
Da
LINDABOOK
(Taipei, TP, Taiwan)
Valutazione libreria
[?]

Descrizione libro Hardcover. Condizione libro: New. 3rd Edition. Ship out 1 business day,Brand new,US edition, Free tracking number usually 1-4 biz days delivery to worldwide Same shipping fee with US, Canada,Europe country, Australia, item will ship out from either LA or Asia,ha. Codice libro della libreria ABE-11989770871

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 83,62
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 8,34
Da: Taiwan a: U.S.A.
Destinazione, tempi e costi

2.

Paolo Brandimarte (Politecnico di Torino, Torino, Italy)
Editore: John Wiley and Sons
ISBN 10: 0471745030 ISBN 13: 9780471745037
Nuovi Quantità: > 20
Da
INDOO
(Avenel, NJ, U.S.A.)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons. Condizione libro: New. Brand New. Codice libro della libreria 0471745030

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 124,13
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 2,95
In U.S.A.
Destinazione, tempi e costi

3.

Paolo Brandimarte
Editore: John Wiley and Sons Ltd, United Kingdom (2006)
ISBN 10: 0471745030 ISBN 13: 9780471745037
Nuovi Rilegato Quantità: 1
Da
The Book Depository
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2006. Hardback. Condizione libro: New. 2nd Revised edition. Language: English . Brand New Book. A state-of-the-art introduction to the powerful mathematical and statistical tools used in the field of finance The use of mathematical models and numerical techniques is a practice employed by a growing number of applied mathematicians working on applications in finance. Reflecting this development, Numerical Methods in Finance and Economics: A MATLAB?-Based Introduction, Second Edition bridges the gap between financial theory and computational practice while showing readers how to utilize MATLAB?--the powerful numerical computing environment--for financial applications. The author provides an essential foundation in finance and numerical analysis in addition to background material for students from both engineering and economics perspectives. A wide range of topics is covered, including standard numerical analysis methods, Monte Carlo methods to simulate systems affected by significant uncertainty, and optimization methods to find an optimal set of decisions. Among this book s most outstanding features is the integration of MATLAB?, which helps students and practitioners solve relevant problems in finance, such as portfolio management and derivatives pricing. This tutorial is useful in connecting theory with practice in the application of classical numerical methods and advanced methods, while illustrating underlying algorithmic concepts in concrete terms. Newly featured in the Second Edition: In-depth treatment of Monte Carlo methods with due attention paid to variance reduction strategies New appendix on AMPL in order to better illustrate the optimization models in Chapters 11 and 12 New chapter on binomial and trinomial lattices Additional treatment of partial differential equations with two space dimensions Expanded treatment within the chapter on financial theory to provide a more thorough background for engineers not familiar with finance New coverage of advanced optimization methods and applications later in the text Numerical Methods in Finance and Economics: A MATLAB?-Based Introduction, Second Edition presents basic treatments and more specialized literature, and it also uses algebraic languages, such as AMPL, to connect the pencil-and-paper statement of an optimization model with its solution by a software library. Offering computational practice in both financial engineering and economics fields, this book equips practitioners with the necessary techniques to measure and manage risk. Codice libro della libreria AAH9780471745037

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 135,50
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

4.

Brandimarte, Paolo
Editore: Wileyand#8211;Blackwell (2006)
ISBN 10: 0471745030 ISBN 13: 9780471745037
Nuovi Quantità: 9
Da
Books2Anywhere
(Fairford, GLOS, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Wileyand#8211;Blackwell, 2006. HRD. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FW-9780471745037

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 127,39
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 10,23
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

5.

Paolo Brandimarte
Editore: John Wiley and Sons Ltd, United Kingdom (2006)
ISBN 10: 0471745030 ISBN 13: 9780471745037
Nuovi Rilegato Quantità: 1
Da
The Book Depository US
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2006. Hardback. Condizione libro: New. 2nd Revised edition. Language: English . Brand New Book. A state-of-the-art introduction to the powerful mathematical and statistical tools used in the field of finance The use of mathematical models and numerical techniques is a practice employed by a growing number of applied mathematicians working on applications in finance. Reflecting this development, Numerical Methods in Finance and Economics: A MATLAB?-Based Introduction, Second Edition bridges the gap between financial theory and computational practice while showing readers how to utilize MATLAB?--the powerful numerical computing environment--for financial applications. The author provides an essential foundation in finance and numerical analysis in addition to background material for students from both engineering and economics perspectives. A wide range of topics is covered, including standard numerical analysis methods, Monte Carlo methods to simulate systems affected by significant uncertainty, and optimization methods to find an optimal set of decisions. Among this book s most outstanding features is the integration of MATLAB?, which helps students and practitioners solve relevant problems in finance, such as portfolio management and derivatives pricing. This tutorial is useful in connecting theory with practice in the application of classical numerical methods and advanced methods, while illustrating underlying algorithmic concepts in concrete terms. Newly featured in the Second Edition: In-depth treatment of Monte Carlo methods with due attention paid to variance reduction strategies New appendix on AMPL in order to better illustrate the optimization models in Chapters 11 and 12 New chapter on binomial and trinomial lattices Additional treatment of partial differential equations with two space dimensions Expanded treatment within the chapter on financial theory to provide a more thorough background for engineers not familiar with finance New coverage of advanced optimization methods and applications later in the text Numerical Methods in Finance and Economics: A MATLAB?-Based Introduction, Second Edition presents basic treatments and more specialized literature, and it also uses algebraic languages, such as AMPL, to connect the pencil-and-paper statement of an optimization model with its solution by a software library. Offering computational practice in both financial engineering and economics fields, this book equips practitioners with the necessary techniques to measure and manage risk. Codice libro della libreria AAH9780471745037

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 139,35
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

6.

Brandimarte, Paolo
Editore: Wiley-Interscience (2006)
ISBN 10: 0471745030 ISBN 13: 9780471745037
Nuovi Rilegato Quantità: 2
Da
Murray Media
(North Miami Beach, FL, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Wiley-Interscience, 2006. Hardcover. Condizione libro: New. Never used!. Codice libro della libreria P110471745030

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 138,43
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 1,68
In U.S.A.
Destinazione, tempi e costi

7.

Brandimarte, Paolo
ISBN 10: 0471745030 ISBN 13: 9780471745037
Nuovi Quantità: 1
Da
Pbshop
(Wood Dale, IL, U.S.A.)
Valutazione libreria
[?]

Descrizione libro 2006. HRD. Condizione libro: New. New Book.Shipped from US within 10 to 14 business days. Established seller since 2000. Codice libro della libreria IB-9780471745037

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 140,42
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,36
In U.S.A.
Destinazione, tempi e costi

8.

Paolo Brandimarte
Editore: Wiley 2006-10-31, New York |Chichester (2006)
ISBN 10: 0471745030 ISBN 13: 9780471745037
Nuovi Rilegato Quantità: 1
Da
Blackwell's
(Oxford, OX, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Wiley 2006-10-31, New York |Chichester, 2006. hardback. Condizione libro: New. Codice libro della libreria 9780471745037

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 141,89
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 6,82
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

9.

Brandimarte, Paolo
Editore: John Wiley & Sons Limited, New Jersey (2006)
ISBN 10: 0471745030 ISBN 13: 9780471745037
Nuovi Rilegato Quantità: 1
Da
MARCIAL PONS LIBRERO
(MADRID, Spagna)
Valutazione libreria
[?]

Descrizione libro John Wiley & Sons Limited, New Jersey, 2006. Tapa dura. Condizione libro: New. Codice libro della libreria 100786363

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 151,63
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 14,00
Da: Spagna a: U.S.A.
Destinazione, tempi e costi

10.

Paolo Brandimarte
Editore: John Wiley and Sons Ltd, United Kingdom (2006)
ISBN 10: 0471745030 ISBN 13: 9780471745037
Nuovi Rilegato Quantità: 10
Da
Book Depository hard to find
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2006. Hardback. Condizione libro: New. 2nd Revised edition. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. A state-of-the-art introduction to the powerful mathematical and statistical tools used in the field of finance The use of mathematical models and numerical techniques is a practice employed by a growing number of applied mathematicians working on applications in finance. Reflecting this development, Numerical Methods in Finance and Economics: A MATLAB?-Based Introduction, Second Edition bridges the gap between financial theory and computational practice while showing readers how to utilize MATLAB?--the powerful numerical computing environment--for financial applications. The author provides an essential foundation in finance and numerical analysis in addition to background material for students from both engineering and economics perspectives. A wide range of topics is covered, including standard numerical analysis methods, Monte Carlo methods to simulate systems affected by significant uncertainty, and optimization methods to find an optimal set of decisions. Among this book s most outstanding features is the integration of MATLAB?, which helps students and practitioners solve relevant problems in finance, such as portfolio management and derivatives pricing. This tutorial is useful in connecting theory with practice in the application of classical numerical methods and advanced methods, while illustrating underlying algorithmic concepts in concrete terms. Newly featured in the Second Edition: In-depth treatment of Monte Carlo methods with due attention paid to variance reduction strategies New appendix on AMPL in order to better illustrate the optimization models in Chapters 11 and 12 New chapter on binomial and trinomial lattices Additional treatment of partial differential equations with two space dimensions Expanded treatment within the chapter on financial theory to provide a more thorough background for engineers not familiar with finance New coverage of advanced optimization methods and applications later in the text Numerical Methods in Finance and Economics: A MATLAB?-Based Introduction, Second Edition presents basic treatments and more specialized literature, and it also uses algebraic languages, such as AMPL, to connect the pencil-and-paper statement of an optimization model with its solution by a software library. Offering computational practice in both financial engineering and economics fields, this book equips practitioners with the necessary techniques to measure and manage risk. Codice libro della libreria BZV9780471745037

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 166,14
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

Vedi altre copie di questo libro

Vedi tutti i risultati per questo libro