# Numerical Methods in Finance And Economics: A Matlab-based Introduction

## Brandimarte, Paolo

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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.

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## 1.Numerical Methods in Finance and Economics, A MATLAB-Based Introduction

ISBN 10: 0471745030 ISBN 13: 9780471745037
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Descrizione libro Hardcover. Condizione libro: New. BRAND NEW US edition / [Hardcover] [2nd Edition] / FREE UPGRADE to FedEx, UPS or Priority Mail / receive your book within 1-4 business days! / [clean wrapped, well protected] [Authentic edition exactly the same as the Official Listing] [ships within 1 business day] / Free tracking number / Genuine US Bookstore! Get your book in perfect condition! We also ship international via FedEx, UPS, or USPS Express!. Codice libro della libreria 393520161022140248

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## 2.Numerical Methods in Finance and Economics: A MATLAB-Based Introduction - EXPRESS to USA, UK, AUSTRALIA, CANADA

Editore: Wiley-Interscience (2006)
ISBN 10: 0471745030 ISBN 13: 9780471745037
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Descrizione libro Wiley-Interscience, 2006. Hardcover. Condizione libro: New. New. Mint condition US Edition. 2 Ed. Select Expedited to get your book in 3 to 5 business days including USA, UK, CANADA, AUSTRALIA. All packages can be tracked. Excellent service. Thank you for looking. Codice libro della libreria 001881

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

Editore: Wiley-Interscience (2006)
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Descrizione libro Wiley-Interscience, 2006. Condizione libro: New. Brand New, Unread Copy in Perfect Condition. A+ Customer Service! Summary: Preface to the Second Edition. From the Preface to the First Edition. PART I. BACKGROUND. 1. Motivation. 2. Financial Theory. PART II. NUMERICAL METHODS. 3. Basics of Numerical Analysis. 4. Numerical Integration: Deterministic and Monte Carlo Methods. 5. Finite Difference Methods for Partial Differential Equations. 6. Convex Optimization. PART III. PRICING EQUITY OPTIONS. 7. Option Pricing by Binomial and Trinomial Lattices. 8. Option Pricing by Monte Carlo Methods. 9. Option Pricing by Finite Difference Methods. PART IV. ADVANCED OPTMIZATION MODELS AND METHODS. 10. Dynamic Programming. 11. Linear Stochastic Programming Models with Recourse. 12. Non-Convex Optimization. PART V. APPENDICES. Appendix A. Introduction to MATLAB Programming. Appendix B. Refresher on Probability theory and Statistics. Appendix C. Introduction to AMPL. Index. Codice libro della libreria ABE_book_new_0471745030

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## 4.Numerical Methods in Finance and Economics: A MATLAB-Based Introduction [Hardcover]

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

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Descrizione libro Wiley-Interscience. Hardcover. Condizione libro: New. 0471745030 New Hardcover Textbook, Ships with Emailed Tracking from USA. Codice libro della libreria Z0471745030ZN

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

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Descrizione libro Wiley-Interscience, 2006. Hardcover. Condizione libro: New. book. Codice libro della libreria 0471745030

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## 7.Numerical Methods in Finance and Economics

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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

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## 8.Numerical Methods in Finance and Economics: A MATLAB-based Introduction (Hardback)

Editore: John Wiley and Sons Ltd, United Kingdom (2006)
ISBN 10: 0471745030 ISBN 13: 9780471745037
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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2006. Hardback. Condizione libro: New. 2nd Revised edition. 236 x 163 mm. 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

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## 9.Numerical Methods in Finance and Economics: A MATLAB-based Introduction (Hardback)

Editore: John Wiley and Sons Ltd, United Kingdom (2006)
ISBN 10: 0471745030 ISBN 13: 9780471745037
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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2006. Hardback. Condizione libro: New. 2nd Revised edition. 236 x 163 mm. 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

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## 10.Numerical Methods in Finance and Economics: A MATLAB-based Introduction (2nd Revised edition)

Editore: John Wiley and Sons Ltd
ISBN 10: 0471745030 ISBN 13: 9780471745037
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Descrizione libro John Wiley and Sons Ltd. Hardback. Condizione libro: new. BRAND NEW, Numerical Methods in Finance and Economics: A MATLAB-based Introduction (2nd Revised edition), Paolo Brandimarte, 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 B9780471745037

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