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Title | Numerical Methods in Finance and Economics : A MATLAB-Based Introduction; 2nd.ed. |
Edition | 2nd.ed. |
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ISBN/ISSN | |
Author(s) | Brandimarte, Paolo |
Subject(s) | ECONOMICS-STATISTICAL METHODS FINANCE-STATISTICAL METHODS |
Classification | 332.015 01 |
Series Title | GMD | Buku |
Language | Inggris |
Publisher | John Wiley & Sons |
Publishing Year | 2006 |
Publishing Place | New Jersey |
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Abstract/Notes | |
Specific Detail Info | 1. Motivation; 2. Financial Theory; 3. Basic of Numerical Analysis; 4. Numerical Integrated: Deterministicand Monte Carlo Methods; 5. Finite Difference Methods for Partial Differntial Equations; 6. Convex Optimization; 7. Option Pricing by Binomial and TrinomialLattices; 8. Option Pricing by Monte Carlo Methods; 9. Option Pricing by Finite Difference Methods; 10. Dynamic Programming; 11. Linear Stochastic Programming Models with Resource; 12. Non-Convex Optimization |
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