MATLAB and Simulink Based Books

Numerical Methods in Finance and Economics

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

Written for students and practitioners of financial engineering and economics, this book covers the basics of finance and numerical analysis while bridging the gap between financial theory and computational practice with MATLAB. Topics covered include classical numerical analysis methods; optimization, including stochastic and integer programming; simulation, including low discrepancy sequences; and partial differential equations. An introduction to MATLAB is provided an appendix. In addition, MATLAB is used to solve numerous examples throughout the text.

MATLAB  is introduced and used to solve numerous examples throughout the book. Financial Toolbox and Statistics Toolbox are also briefly introduced.

Companion software available Retrieve companion software

Kit interactif gratuit - Finance computationnelle

Faites l'expérience de la puissance de MATLAB pour la finance computationnelle.

Recevez le kit gratuit

Essais disponibles

Essayez les produits les plus récents dans le domaine de la finance computationnelle.

Obtenir le logiciel d'essai

About This Book

Paolo Brandimarte, Politecnico di Torino

John Wiley & Sons, Inc., 2006

ISBN: 0-471-74503-0
Language: English