Numerical methods in finance : a MATLAB-based introduction
著者
書誌事項
Numerical methods in finance : a MATLAB-based introduction
（Wiley series in probability and mathematical statistics）
Wiley, c2002
- : cloth
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注記
"A Wiley-Interscience publication"
Includes bibliographies and index
内容説明・目次
内容説明
This book integrates the topics of numerical methods, financial problem solving, and MATLAB programming into one balanced treatment. Its tutorial approach features MATLAB examples as a means of illustrating the concepts in practical, every day financial problems.
目次
Preface. PART I: BACKGROUND. Financial Problems and Numerical Methods. PART II: NUMERICAL METHODS. Basics of Numerical Analysis. Optimization Methods. Principles of Monte Carlo Simulation. Finite Difference Methods for Partial Differential Equations. PART III: APPLICATIONS TO FINANCE. Optimization Models for Portfolio Management. Option Valuation by Monte Carlo Simulation. Option Valuation by Finite Difference Methods. PART IV: APPENDICES. Appendix A: Introduction to MATLAB Programming. Appendix B: Refresher of Probability Theory. Index.
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