FOUNDATIONS-OF-COMPUTATIONAL-FINANCE-WITH-MATLAB

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Foundations Of Computational Finance With Matlab

Author : Ed McCarthy
ISBN : 9781119433859
Genre : Business & Economics
File Size : 88.12 MB
Format : PDF, Kindle
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Graduate from Excel to MATLAB® to keep up with the evolution of finance data Foundations of Computational Finance with MATLAB® is an introductory text for both finance professionals looking to branch out from the spreadsheet, and for programmers who wish to learn more about finance. As financial data grows in volume and complexity, its very nature has changed to the extent that traditional financial calculators and spreadsheet programs are simply no longer enough. Today’s analysts need more powerful data solutions with more customization and visualization capabilities, and MATLAB provides all of this and more in an easy-to-learn skillset. This book walks you through the basics, and then shows you how to stretch your new skills to create customized solutions. Part I demonstrates MATLAB’s capabilities as they apply to traditional finance concepts, and PART II shows you how to create interactive and reusable code, link with external data sources, communicate graphically, and more. Master MATLAB’s basic operations including matrices, arrays, and flexible data structures Learn how to build your own customized solutions when the built-ins just won’t do Learn how to handle financial data and industry-specific variables including risk and uncertainty Adopt more accurate modeling practices for portfolios, options, time series, and more MATLAB is an integrated development environment that includes everything you need in one well-designed user interface. Available Toolboxes provide tested algorithms that save you hours of code, and the skills you learn using MATLAB make it easier to learn additional languages if you choose to do so. Financial firms are catching up to universities in MATLAB usage, so this is skill set that will follow you throughout your career. When you’re ready to step into the new age of finance, Foundations of Computational Finance with MATLAB provides the expert instruction you need to get started quickly.
Category: Business & Economics

Foundations Of Mathematical And Computational Economics

Author : Kamran Dadkhah
ISBN : 3642137482
Genre : Business & Economics
File Size : 42.84 MB
Format : PDF, ePub, Docs
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This is a book on the basics of mathematics and computation and their uses in economics for modern day students and practitioners. The reader is introduced to the basics of numerical analysis as well as the use of computer programs such as Matlab and Excel in carrying out involved computations. Sections are devoted to the use of Maple in mathematical analysis. Examples drawn from recent contributions to economic theory and econometrics as well as a variety of end of chapter exercises help to illustrate and apply the presented concepts.
Category: Business & Economics

Stochastic Simulation And Applications In Finance With Matlab Programs

Author : Huu Tue Huynh
ISBN : 9780470722138
Genre : Business & Economics
File Size : 33.97 MB
Format : PDF, Kindle
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Stochastic Simulation and Applications in Finance with MATLAB Programs explains the fundamentals of Monte Carlo simulation techniques, their use in the numerical resolution of stochastic differential equations and their current applications in finance. Building on an integrated approach, it provides a pedagogical treatment of the need-to-know materials in risk management and financial engineering. The book takes readers through the basic concepts, covering the most recent research and problems in the area, including: the quadratic re-sampling technique, the Least Squared Method, the dynamic programming and Stratified State Aggregation technique to price American options, the extreme value simulation technique to price exotic options and the retrieval of volatility method to estimate Greeks. The authors also present modern term structure of interest rate models and pricing swaptions with the BGM market model, and give a full explanation of corporate securities valuation and credit risk based on the structural approach of Merton. Case studies on financial guarantees illustrate how to implement the simulation techniques in pricing and hedging. NOTE TO READER: The CD has been converted to URL. Go to the following website www.wiley.com/go/huyhnstochastic which provides MATLAB programs for the practical examples and case studies, which will give the reader confidence in using and adapting specific ways to solve problems involving stochastic processes in finance.
Category: Business & Economics

Recent Developments In Computational Finance

Author : Thomas Gerstner
ISBN : 9789814436441
Genre : Business & Economics
File Size : 85.35 MB
Format : PDF, ePub
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Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses. The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results. Contents:Foundations:Multilevel Monte Carlo Methods for Applications in Finance (Mike Giles and Lukasz Szpruch)Convergence of Numerical Methods for SDEs in Finance (Peter Kloeden and Andreas Neuenkirch)Inverse Problems in Finance (J Baumeister)Asymptotic and Non Asymptotic Approximations for Option Valuation (R Bompis and E Gobet)Algorithms:Discretization of Backward Stochastic Volterra Integral Equations (Christian Bender and Stanislav Pokalyuk)Semi-Lagrangian Schemes for Parabolic Equations (Kristian Debrabant and Espen Robstad Jakobsen)Derivative-Free Weak Approximation Methods for Stochastic Differential Equations (Kristian Debrabant and Andreas Röβler)Wavelet Solution of Degenerate Kolmogoroff Forward Equations (Oleg Reichmann and Christoph Schwab)Randomized Multilevel Quasi-Monte Carlo Path Simulation (Thomas Gerstner and Marco Noll)Applications:Drift-Free Simulation Methods for Pricing Cross-Market Derivatives with LMM (J L Fernández, M R Nogueiras, M Pou and C Vázquez)Application of Simplest Random Walk Algorithms for Pricing Barrier Options (M Krivko and M V Tretyakov)Coupling Local Currency Libor Models to FX Libor Models (John Schoenmakers)Dimension-Wise Decompositions and Their Efficient Parallelization (Philipp Schröder, Peter Mlynczak and Gabriel Wittum) Readership: Graduate students and researchers in finance, engineering and operations research. Keywords:Monte Carlo Simulation;Stochastic Numerics;Scientific Computing
Category: Business & Economics

Fundamentals Of Computational Neuroscience

Author : Thomas Trappenberg
ISBN : 9780199568413
Genre : Mathematics
File Size : 79.22 MB
Format : PDF, Kindle
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The new edition of Fundamentals of Computational Neuroscience build on the success and strengths of the first edition. It introduces the theoretical foundations of neuroscience with a focus on the nature of information processing in the brain. The book covers the introduction and motivation of simplified models of neurons that are suitable for exploring information processing in large brain-like networks. Additionally, it introduces several fundamental networkarchitectures and discusses their relevance for information processing in the brain, giving some examples of models of higher-order cognitive functions to demonstrate the advanced insight that can begained with such studies.
Category: Mathematics

Theory Of Lift

Author : G. D. McBain
ISBN : 9781118346280
Genre : Technology & Engineering
File Size : 73.55 MB
Format : PDF
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Starting from a basic knowledge of mathematics and mechanicsgained in standard foundation classes, Theory of Lift:Introductory Computational Aerodynamics in MATLAB/Octave takesthe reader conceptually through from the fundamental mechanics oflift to the stage of actually being able to make practicalcalculations and predictions of the coefficient of lift forrealistic wing profile and planform geometries. The classical framework and methods of aerodynamics are coveredin detail and the reader is shown how they may be used to developsimple yet powerful MATLAB or Octave programs that accuratelypredict and visualise the dynamics of real wing shapes, usinglumped vortex, panel, and vortex lattice methods. This book contains all the mathematical development and formulaerequired in standard incompressible aerodynamics as well as dozensof small but complete working programs which can be put to useimmediately using either the popular MATLAB or free Octavecomputional modelling packages. Key features: Synthesizes the classical foundations of aerodynamics withhands-on computation, emphasizing interactivity andvisualization. Includes complete source code for all programs, all listingshaving been tested for compatibility with both MATLAB andOctave. Companion website (ahref="http://www.wiley.com/go/mcbain"www.wiley.com/go/mcbain/a)hosting codes and solutions. Theory of Lift: Introductory Computational Aerodynamics inMATLAB/Octave is an introductory text for graduate and seniorundergraduate students on aeronautical and aerospace engineeringcourses and also forms a valuable reference for engineers anddesigners.
Category: Technology & Engineering

Numerical Methods In Finance And Economics

Author : Paolo Brandimarte
ISBN : 9781118625576
Genre : Mathematics
File Size : 52.4 MB
Format : PDF, ePub, Docs
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A state-of-the-art introduction to the powerful mathematical and statistical tools used in the field of finance The use of mathematical models and numerical techniques is a practice employed by a growing number of applied mathematicians working on applications in finance. Reflecting this development, Numerical Methods in Finance and Economics: A MATLAB?-Based Introduction, Second Edition bridges the gap between financial theory and computational practice while showing readers how to utilize MATLAB?--the powerful numerical computing environment--for financial applications. The author provides an essential foundation in finance and numerical analysis in addition to background material for students from both engineering and economics perspectives. A wide range of topics is covered, including standard numerical analysis methods, Monte Carlo methods to simulate systems affected by significant uncertainty, and optimization methods to find an optimal set of decisions. Among this book's most outstanding features is the integration of MATLAB?, which helps students and practitioners solve relevant problems in finance, such as portfolio management and derivatives pricing. This tutorial is useful in connecting theory with practice in the application of classical numerical methods and advanced methods, while illustrating underlying algorithmic concepts in concrete terms. Newly featured in the Second Edition: * In-depth treatment of Monte Carlo methods with due attention paid to variance reduction strategies * New appendix on AMPL in order to better illustrate the optimization models in Chapters 11 and 12 * New chapter on binomial and trinomial lattices * Additional treatment of partial differential equations with two space dimensions * Expanded treatment within the chapter on financial theory to provide a more thorough background for engineers not familiar with finance * New coverage of advanced optimization methods and applications later in the text Numerical Methods in Finance and Economics: A MATLAB?-Based Introduction, Second Edition presents basic treatments and more specialized literature, and it also uses algebraic languages, such as AMPL, to connect the pencil-and-paper statement of an optimization model with its solution by a software library. Offering computational practice in both financial engineering and economics fields, this book equips practitioners with the necessary techniques to measure and manage risk.
Category: Mathematics

Matlab For Engineers Explained

Author : Fredrik Gustafsson
ISBN : 1852336978
Genre : Computers
File Size : 86.52 MB
Format : PDF, Mobi
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Based on the new 'guided-tour' concept that eliminates the start-up transient encountered in learning new programming languages, this beginner's introduction to MATLAB teaches a sufficient subset of the functionality and gives the reader practical experience on how to find more information. Recent developments in MATLAB to advance programming are described using realistic examples in order to prepare students for larger programming projects. In addition, a large number of exercises, tips, and solutions mean that the course can be followed with or without a computer. The development of MATLAB programming and its use in engineering courses makes this a valuable self-study guide for both engineering students and practicing engineers.
Category: Computers

Numerical Methods With Worked Examples Matlab Edition

Author : C. Woodford
ISBN : 9400713665
Genre : Mathematics
File Size : 32.76 MB
Format : PDF, ePub
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This book is for students following an introductory course in numerical methods, numerical techniques or numerical analysis. It introduces MATLAB as a computing environment for experimenting with numerical methods. It approaches the subject from a pragmatic viewpoint; theory is kept at a minimum commensurate with comprehensive coverage of the subject and it contains abundant worked examples which provide easy understanding through a clear and concise theoretical treatment. This edition places even greater emphasis on ‘learning by doing’ than the previous edition. Fully documented MATLAB code for the numerical methods described in the book will be available as supplementary material to the book on http://extras.springer.com
Category: Mathematics

Jasa

Author :
ISBN : UOM:49015003176204
Genre : Statistics
File Size : 35.77 MB
Format : PDF, Mobi
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Category: Statistics