| Record ID | harvard_bibliographic_metadata/ab.bib.12.20150123.full.mrc:72804249:1507 |
| Source | harvard_bibliographic_metadata |
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LEADER: 01507cam a22003254a 4500
001 012061907-5
005 20090916093752.0
008 060609s2006 njua b 001 0 eng
010 $a 2006045787
020 $a9780471745037 (cloth)
020 $a0471745030 (cloth)
035 0 $aocm70129191
040 $aDLC$cDLC$dDLC
042 $apcc
050 00 $aHG176.5$b.B73 2006
082 00 $a332.01/51$222
100 1 $aBrandimarte, Paolo.
245 10 $aNumerical methods in finance and economics :$ba MATLAB-based introduction /$cPaolo Brandimarte.
250 $a2nd ed.
260 $aHoboken, N.J. :$bWiley Interscience,$cc2006.
300 $axxiv, 669 p. :$bill. ;$c24 cm.
490 0 $aStatistics in practice
500 $aRev. ed. of: Numerical methods in finance. 2002.
504 $aIncludes bibliographical references and index.
505 0 $aMotivation -- Financial theory -- Basics of numerical analysis -- Numerical integration : deterministic and Monte Carlo methods -- Finite difference methods for partial differential equations -- Convex optimization -- Option pricing by binomial and trinomial lattices -- Option pricing by Monte Carlo methods -- Option pricing by finite difference methods -- Dynamic programming -- Linear stochastic programming models with recourse -- Non-convex optimization.
650 0 $aFinance$xStatistical methods.
650 0 $aEconomics$xStatistical methods.
700 1 $aBrandimarte, Paolo.$tNumerical methods in finance.
988 $a20090824
906 $0DLC