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

## Paolo Brandimarte

4,12 valoración promedio
( 16 valoraciones por Goodreads )

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

PAOLO BRANDIMARTE is Professor of Quantitative Methods for Finance and Logistics at Politecnico di Torino in Italy. He is the author of several publications, including five books, on the application of optimization and simulation to diverse areas such as production management, telecommunications, and finance. Dr. Brandimarte has extensive teaching experience in engineering and economics faculties, including master's and PhD-level courses.

Review:

"Inquisitive statisticians may find this book an interesting read in which to put their theories and epistemology to the test." (Journal of American Statistics, 2008)

"In summary, this book is a "must have" for professionals and researchers who employ numerical methods in economic and financial modeling. The amount and quality of the material that the author offers is so generous that readers are likely to benefit from it even if they are not interested in some of the specific applications presented." (Interfaces, June 2008)

"...a broad and enjoyable introduction to computational finance." (Journal of the American Statistical Association, December 2007)

"...written in such a lucid way that it provides great pleasure in reading...excellent for students...of great value to practitioners who are new to the field." (MAA Reviews, November 23, 2006)

"Sobre este título" puede pertenecer a otra edición de este libro.

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## 1.Numerical Methods in Finance and Economics: A Matlab-based Introduction

Editorial: JOHN WILEY
ISBN 10: 0471745030 ISBN 13: 9780471745037
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Descripción JOHN WILEY. Soft cover. Estado de conservación: New. Estado de la sobrecubierta: New. 2.006. Nº de ref. de la librería 111251

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## 2.INumerical Methods in Finance & Economics : A MATLAB-Based Introduction 2/e

ISBN 10: 0471745030 ISBN 13: 9780471745037
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Descripción Hardcover. Estado de conservación: New. 3rd Edition. Ship out 1 business day,Brand new,US edition, Free tracking number usually 1-4 biz days delivery to worldwide Same shipping fee with US, Canada,Europe country, Australia, item will ship out from either LA or Asia,ha. Nº de ref. de la librería ABE-11989770871

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## 3.Numerical Methods in Finance and Economics: A MATLAB-Based Introduction, 2nd Edition Format: Hardcover

Editorial: John Wiley and Sons
ISBN 10: 0471745030 ISBN 13: 9780471745037
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Descripción John Wiley and Sons. Estado de conservación: New. Brand New. Nº de ref. de la librería 0471745030

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

Editorial: Wiley-Interscience (2006)
ISBN 10: 0471745030 ISBN 13: 9780471745037
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Murray Media
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Descripción Wiley-Interscience, 2006. Hardcover. Estado de conservación: New. Never used!. Nº de ref. de la librería P110471745030

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

ISBN 10: 0471745030 ISBN 13: 9780471745037
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Paperbackshop-US
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Descripción 2006. HRD. Estado de conservación: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. de la librería KB-9780471745037

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## 6.Numerical Methods in Finance and Economics

Editorial: Wileyand#8211;Blackwell (2006)
ISBN 10: 0471745030 ISBN 13: 9780471745037
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Descripción Wileyand#8211;Blackwell, 2006. HRD. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería FW-9780471745037

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

Editorial: John Wiley and Sons Ltd, United Kingdom (2006)
ISBN 10: 0471745030 ISBN 13: 9780471745037
Librería
The Book Depository
(London, Reino Unido)
Valoración

Descripción John Wiley and Sons Ltd, United Kingdom, 2006. Hardback. Estado de conservación: New. 2nd Revised edition. 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. Nº de ref. de la librería AAH9780471745037

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

Editorial: John Wiley and Sons Ltd, United Kingdom (2006)
ISBN 10: 0471745030 ISBN 13: 9780471745037
Librería
The Book Depository US
(London, Reino Unido)
Valoración

Descripción John Wiley and Sons Ltd, United Kingdom, 2006. Hardback. Estado de conservación: New. 2nd Revised edition. 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. Nº de ref. de la librería AAH9780471745037

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

ISBN 10: 0471745030 ISBN 13: 9780471745037
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Pbshop
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Descripción 2006. HRD. Estado de conservación: New. New Book.Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. de la librería IB-9780471745037

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## 10.Numerical Methods in Finance and Economics

Editorial: Wiley 2006-10-31, New York |Chichester (2006)
ISBN 10: 0471745030 ISBN 13: 9780471745037
Librería
Blackwell's
(Oxford, OX, Reino Unido)
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Descripción Wiley 2006-10-31, New York |Chichester, 2006. hardback. Estado de conservación: New. Nº de ref. de la librería 9780471745037

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