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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Dati bibliografici

Titolo

Numerical Methods in Finance: A MATLAB-Based Introduction

Editore

John Wiley & Sons Inc

Data di pubblicazione

2002

Lingua

Inglese

ISBN 10

0471396869

ISBN 13

9780471396864

Rilegatura

Rilegato

Condizione

Fair

Peso

800 grammi

Cataloghi dei venditori

Economics

Descrizione articolo

Riassunto

Balanced coverage of the methodology and theory of numerical methods in financ

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

Informazioni sull?autore

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

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Descrizione libreria

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