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AuthorBrandimarte, Paolo
TitleNumerical methods in finance : a MATLAB-based introduction / Paolo Brandimarte
Imprint New York : Wiley, c2002
Descript xv, 403 p

CONTENT

Financial problems and numerical methods -- Numerical methods -- Basics of numerical analysis -- Optimization methods -- Principles of monte carlo simulation -- Finite difference methods for partial differential equations -- Applications to finance -- Optimization models for portfolio management -- Option valuation by monte carlo simulation -- Option valuation by finite defference methods -- Introduction to MATLAB programming -- Refresher on probability theory


Finance -- Statistical methods

LOCATIONCALL#STATUS
Chula Business School Library332.0151 B818N 2002CHECK SHELVES

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