Numerical Methods in Finance and Economics: A MATLAB - Based Introduction, 2e
Paolo Brandimarte, Politecnico di Torino
John Wiley & Sons, Inc., 2006
ISBN: 0-471-74503-0;
Language: English
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 and Machine Learning Toolbox are also briefly introduced.
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