: Numerical Methods in Finance: A MATLAB-Based Introduction ( ): Paolo Brandimarte: Books. Numerical Methods in. Finance and Economics. A MATLAB-Based Introduction. Second Edition. Paolo Brandimarte. A Wiley-Interscience Publication. FinMathematics/Numerical Methods in Finance and Economics-A MATLAB Based c9bffd9 on Feb 3, orajava first commit.

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Numerical Methods in Finance and Economics: A MATLAB-Based Introduction, 2nd Edition

Description 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 fiinance 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.

Accessible for students-yet still a useful reference for practitioners-Numerical Methods in Finance offers an expert introduction to powerful tools in finance. Permissions Request permission to reuse content from this site.

Numerical Methods in Finance: A MATLAB-Based Introduction – Paolo Brandimarte – Google Books

Table of contents Reviews Features Preface. Financial Problems and Brzndimarte Methods. Basics of Numerical Analysis. Principles of Monte Carlo Simulation. Optimization Models for Portfolio Management. Option Valuation by Monte Carlo Simulation.

Option Valuation by Finite Difference Methods. Refresher of Probability Theory.

Attractive to academicians and practitioners, with a pedagogical approach Equal treatment of methodology and theory Includes appendices on the basics of MATLAB and probability theory. Series Wiley Series in Probability and Statistics.

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