Author | Brandimarte, Paolo |
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Title | Numerical methods in finance : a MATLAB-based introduction / Paolo Brandimarte |
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Imprint |
New York : Wiley, c2002 |
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Descript |
xv, 403 p |
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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
SUBJECT
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Finance -- Statistical methods
LOCATION | CALL# | STATUS |
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Chula Business School Library | 332.0151 B818N 2002 |
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