金融经济学中的数值方法:基于MATLAB的介绍Paolo Brandimarte【简介_书评_在线阅读-pdf mobi epub]

  • A+
所属分类:英文书籍
       
金融经济学中的数值方法:基于MATLAB的介绍Paolo Brandimarte【简介_书评_在线阅读-pdf mobi epub]

Numerical Methods in Finance and Economics: A MATLAB-Based Introduction Paolo Brandimarte【简介_书评_在线阅读-pdf mobi epub】中英文

图书信息

  • 种类: Science (General)
  • 年: 2006
  • 出版: 2
  • 出版社: Wiley-Interscience
  • 语言: english
  • 页: 696 / 694
  • ISBN 10: 0471745030
  • ISBN 13: 9780471745037
  • 系列: Statistics in Practice
  • 文件: PDF, 32.97 MB
  • 你的标签:

    内容简介

    Numerical Methods in Finance and Economics: A MATLAB-Based Introduction

    作者:Paolo Brandimarte


    0
    /

    0


    你有多喜欢这本书?





    下载文件的质量如何?

    下载该书,以评价其质量

    下载文件的质量如何?







    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.

    Numerical Methods in Finance and Economics: A MATLAB-Based Introduction Paolo Brandimarte【简介_书评_在线阅读-pdf mobi epub】相关词

    二十本商业书籍微盘资本论完整版txt下载 商业可行性类书籍
    商业计划书类书籍 商业摄影师的书籍
    关于商业智能的书籍与作者 商业工作人员要看什么书籍
    做生意要看的书 商业画布 书籍下载
    书籍商业地产招商运营 商业骗术书籍
    培养敏锐商业嗅觉的书籍 商业经济私人阅读书籍
    发现商业模式书籍 商业地产书籍大全
    商业书籍价值设计主张 看商业书籍的好处

    Numerical Methods in Finance and Economics: A MATLAB-Based Introduction Paolo Brandimarte【简介_书评_在线阅读-pdf mobi epub】下载

    综上总结

  • 本书豆瓣评分: 9.1 分,《Numerical Methods in Finance and Economics: A MATLAB-Based Introduction Paolo Brandimarte【简介_书评_在线阅读-pdf mobi epub】》这本书,五星推荐!
  • 发表评论

    :?: :razz: :sad: :evil: :!: :smile: :oops: :grin: :eek: :shock: :???: :cool: :lol: :mad: :twisted: :roll: :wink: :idea: :arrow: :neutral: :cry: :mrgreen: