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dc.contributor.authorBrandimarte, Paolo
dc.date.issued2006
dc.identifier.isbn978-0-471-74503-7
dc.identifier.urihttps://thuvienso.hoasen.edu.vn/handle/123456789/9542
dc.descriptionxxiv, 669 p. : ill.
dc.description.abstractThe 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.
dc.language.isoen
dc.publisherWiley Interscience
dc.subjectFinance
dc.subject.otherEconomics
dc.subject.otherStatistical methods
dc.titleNumerical methods in finance and economics : a MATLAB-based introduction
dc.typeBook
dc.description.version2nd edition


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