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

Paolo Brandimarte
ISBN: 978-0-471-74503-7
Hardcover
696 pages
October 2006, ©2006
US $165.00 Add to Cart

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Numerical Methods in Finance and Economics: A MATLAB-Based Introduction, 2nd Edition (0471745030) cover image
Other Available Formats: E-book

  • reorganization in order to make adoption in financial engineering courses easier.
  • advanced optimization methods are illustrated in later chapter (10, 11, 12), together with applications.
  • first chapter to provide motivation and chapter 2 on financial theory has been enlarged and improved to provide better background for engineers (not familiar with finance) and to appeal a little more to economists.
  • chapter on numerical integration (which was part of the old chapter on numerical analysis) which also includes the old chapter on Monte Carlo.
  • new chapter on binomial and trinomial lattices, which were dealt with superficially in the first edition.
  • new appendix on AMPL (an algebraic language to describe optimization models) in order to better illustrate the optimization models in chapters 11 and 12.

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    Numerical Methods in Finance and Economics: A MATLAB-Based Introduction, 2nd Edition (US $165.00)

    -and- Simulation Techniques in Financial Risk Management (US $139.00)

    Total List Price: US $304.00
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