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Numerical Methods in Finance and Economics: A MATLAB-Based Introduction (Written by Paolo Brandimarte)
About the Book
About the Contributor
Author:
Paolo Brandimarte
Title of the Book:
Numerical Methods in Finance and Economics: A MATLAB-Based Introduction
Publisher:
John Wiley & Sons, Inc., Hoboken, New Jersey
Year:
2006
Edition:
2
Contributor Name:
Bhushan Sahadeo Manjarekar, B.E., Others, University of Mumbai
Reviewer:
R TBC Team
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Title of the chapter
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2. Financial Theory
3. Basics of Numerical Analysis
4. Numerical Integration Deterministic and Monte Carlo Methods
5. Finite Difference Methods for Partial Differential Equations
6. Convex Optimization
7. Option Pricing by Binomial and Trinomial Lattices
8. Option Pricing by Monte Carlo Methods
9. Option Pricing by Finite Difference Methods
10. Dynamic Programming
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