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 de
Numerical Methods in Finance and Economics 20: A MATLAB-Based Introduction
โ Scribed by Brandimarte, Paolo
- Publisher
- Wiley
- Year
- 2013
- Tongue
- English
- Edition
- 2nd edition
- Category
- Library
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Motivation -- Financial theory -- Basics of numerical analysis -- Numerical integration : deterministic and Monte Carlo methods -- Finite difference methods for partial differential equations -- Convex optimization -- Option pricing by binomial and trinomial lattices -- Option pricing by Monte Carlo
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