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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
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.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
EUR 2,50 expédition depuis Allemagne vers France
Destinations, frais et délaisEUR 26,30 expédition depuis Etats-Unis vers France
Destinations, frais et délaisVendeur : medimops, Berlin, Allemagne
Etat : acceptable. Ausreichend/Acceptable: Exemplar mit vollständigem Text und sämtlichen Abbildungen oder Karten. Schmutztitel oder Vorsatz können fehlen. Einband bzw. Schutzumschlag weisen unter Umständen starke Gebrauchsspuren auf. / Describes a book or dust jacket that has the complete text pages (including those with maps or plates) but may lack endpapers, half-title, etc. (which must be noted). Binding, dust jacket (if any), etc may also be worn. N° de réf. du vendeur M00471745030-B
Quantité disponible : 1 disponible(s)
Vendeur : medimops, Berlin, Allemagne
Etat : very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages. N° de réf. du vendeur M00471745030-V
Quantité disponible : 1 disponible(s)
Vendeur : Buchpark, Trebbin, Allemagne
Etat : Sehr gut. Zustand: Sehr gut | Seiten: 698 | Sprache: Englisch | Produktart: Bücher. N° de réf. du vendeur 3280110/2
Quantité disponible : 2 disponible(s)
Vendeur : BookHolders, Towson, MD, Etats-Unis
Etat : Good. [ No Hassle 30 Day Returns ][ Ships Daily ] [ Underlining/Highlighting: NONE ] [ Writing: NONE ] [ Edition: second ] Publisher: Wiley-Interscience Pub Date: 10/6/2006 Binding: Hardcover Pages: 696 second edition. N° de réf. du vendeur 6905196
Quantité disponible : 1 disponible(s)
Vendeur : Anybook.com, Lincoln, Royaume-Uni
Etat : Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1200grams, ISBN:9780471745037. N° de réf. du vendeur 9968612
Quantité disponible : 1 disponible(s)
Vendeur : One Planet Books, Columbia, MO, Etats-Unis
hardcover. Etat : Good. 2nd Edition. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing and/or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes). N° de réf. du vendeur 000722173U
Quantité disponible : 1 disponible(s)
Vendeur : Textbooks_Source, Columbia, MO, Etats-Unis
hardcover. Etat : Good. 2nd Edition. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes). N° de réf. du vendeur 000722173U
Quantité disponible : 7 disponible(s)
Vendeur : Zoom Books Company, Lynden, WA, Etats-Unis
Etat : very_good. Book is in very good condition and may include minimal underlining highlighting. The book can also include "From the library of" labels. May not contain miscellaneous items toys, dvds, etc. . We offer 100% money back guarantee and 24 7 customer service. N° de réf. du vendeur ZBV.0471745030.VG
Quantité disponible : 1 disponible(s)
Vendeur : SGS Trading Inc, Franklin Lakes, NJ, Etats-Unis
Hardcover. Etat : Good. US Edition Textbook, May Have Highlights, Notes and/or Underlining, BOOK ONLY-NO ACCESS CODE, NO CD, Ships with Emailed Tracking from USA. N° de réf. du vendeur NOCT17-471745030-302
Quantité disponible : 2 disponible(s)
Vendeur : Twice Sold Tales, Capitol Hill, Seattle, WA, Etats-Unis
Hardcover, 669 pages. Etat : Very good. 2nd edition. Minor soiling to pictorial boards and text block edges. Pages appear free of writing / highlighting. In nice shape. N° de réf. du vendeur 8108
Quantité disponible : 1 disponible(s)