MATLAB and Simulink Based Books

Numerical Methods in Finance and Economics

Numerical Methods in Finance and Economics: A MATLAB - Based Introduction, 2e

Written for students and practitioners of financial engineering and economics, this book covers the basics of finance and numerical analysis while bridging the gap between financial theory and computational practice with MATLAB. Topics covered include classical numerical analysis methods; optimization, including stochastic and integer programming; simulation, including low discrepancy sequences; and partial differential equations. An introduction to MATLAB is provided an appendix. In addition, MATLAB is used to solve numerous examples throughout the text.

MATLAB  is introduced and used to solve numerous examples throughout the book. Financial Toolbox and Statistics Toolbox are also briefly introduced.

Companion software available Retrieve companion software

MATLAB Courseware

Teaching materials based on MATLAB and Simulink

Find full courses & labs

Trials Available

Try the latest computational finance products.

Get trial software

About This Book

Paolo BrandimartePolitecnico di Torino

John Wiley & Sons, Inc., 2006

ISBN: 0-471-74503-0
Language: English