Record ID | marc_columbia/Columbia-extract-20221130-012.mrc:220588821:2114 |
Source | marc_columbia |
Download Link | /show-records/marc_columbia/Columbia-extract-20221130-012.mrc:220588821:2114?format=raw |
LEADER: 02114pam a22003854a 4500
001 5970187
005 20221121215617.0
008 061013t20062006njua b 001 0 eng
010 $a 2006045787
015 $aGBA662325$2bnb
016 7 $a013511767$2Uk
020 $a0471745030 (cloth)
035 $a(OCoLC)OCM70129191
035 $a(NNC)5970187
035 $a5970187
040 $aDLC$cDLC$dBAKER$dUKM$dC#P$dOrLoB-B
042 $apcc
050 00 $aHG176.5$b.B73 2006
082 00 $a332.01/51$222
100 1 $aBrandimarte, Paolo.$0http://id.loc.gov/authorities/names/n95065713
245 10 $aNumerical methods in finance and economics :$ba MATLAB-based introduction /$cPaolo Brandimarte.
250 $a2nd ed.
260 $aHoboken, N.J. :$bWiley-Interscience,$c[2006], ©2006.
300 $axxiv, 669 pages :$billustrations ;$c25 cm.
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
490 1 $aStatistics in practice
500 $aRev. ed. of: Numerical methods in finance. 2002.
504 $aIncludes bibliographical references and index.
505 00 $g1.$tMotivation -- $g2.$tFinancial theory -- $g3.$tBasics of numerical analysis -- $g4.$tNumerical integration : deterministic and Monte Carlo methods -- $g5.$tFinite difference methods for partial differential equations -- $g6.$tConvex optimization -- $g7.$tOption pricing by binomial and trinomial lattices -- $g8.$tOption pricing by Monte Carlo methods -- $g9.$tOption pricing by finite difference methods -- $g10.$tDynamic programming -- $g11.$tLinear stochastic programming models with recourse -- $g12.$tNon-convex optimization -- $gApp. A.$tIntroduction to MATLAB programming -- $gApp. B.$tRefresher on probability theory and statistics -- $gApp. C.$tIntroduction to AMPL.
650 0 $aFinance$xStatistical methods.$0http://id.loc.gov/authorities/subjects/sh2008120462
650 0 $aEconomics$xStatistical methods.$0http://id.loc.gov/authorities/subjects/sh85040863
700 1 $aBrandimarte, Paolo.$tNumerical methods in finance.
830 0 $aStatistics in practice.
852 00 $boff,eng$hHG176.5$i.B73 2006